As it turns out, when Michael Biehn and Linda Hamilton sleep together, they conceive John Connor. And, as we learn in Terminator 2: Judgment Day, when the Terminator is destroyed in the first film, the microchip in its skull survives, falls into the hands of computer company Cyberdyne Systems, and allows for the creation of Skynet in the first place.
Therefore, the only reason either John Connor or the machines exist is because the Terminator went back in time, and the only reason the Terminator went back in time is because the machines and John Connor exist. Get it?
"I have to protect your unborn child, but first let's go ahead and get you pregnant."
Oh, and John Connor and our heroes spend the last act of the second movie trying to prevent said war, meaning John Connor is trying to prevent his own existence, by eliminating the reason for his dad to travel back in time to conceive him. And, if he does prevent his own existence, well, he certainly won't be around to prevent the war thus prevent his existence and...
Well, you get the idea.