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This line comes at the end of the novel, as the narrator thinks back on the invasion and on the first time he saw a Martian craft, crash-landed in the dirt.
And strange, too, it is to stand on Primrose Hill... to see the sight-seers about the Martian machine that stands there still, to hear the tumult of playing children, and to recall the time when I saw it all bright and clear-cut, hard and silent, under the dawn of that last great day....
(Wells, The War of the Worlds, eNotes eText)
While the day of the Martian arrival cannot be thought of as a "great" (positive) day, it can be thought of as the last day that Humanity was alone and living in relative peace. In that sense, the day was great because it preceded the War and the deaths of so many people; it was also objectively "great" (extraordinary) because it was the first contact between humans and aliens. In the context of the novel, the day was "great" but not "good," and so his reference is poetic and not literal.
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