A WAN is formed by linking LANs together. For example, several major LANs in a city can connect together forming a WAN.
When networks connect to form a bigger network (a bigger WAN), the resulting network is called an internetwork, which is generically abbreviated to an internet. Now when all WANs in the world connect forming a global internet, we call it The Internet, which everyone knows! Thats why the Internet is always written with a capital I. It is the biggest WAN we have.