“Chiliastic” and “apocalyptic” seem to provide enough context.
The end of the first millennium means the year 1000. 19th century historians described the panic and terror that accompanied people who expected the end of the world this year. An online article by The New England Skeptical Society cites German historian Heinrich von Sybel:
As the first thousand years of our calendar drew to an end, in every
land of Europe the people expected with certainty the destruction of
the world. Some squandered their substance in riotous living, others
bestowed it for the salvation of their souls on churches and convents
Later historians reconsidered the problem. While there’s little evidence that the panic happened in 999, apocalyptic expectations were popular in the 10th and 11th centuries. Perhaps that is why the author says “the end of the first millennium” instead of “the year 1000”.
From “The millennium is here again: Is it panic time?” by Jon Paulien (Andrews University Seminary Studies, Autumn 1999, Vol. 37, No. 2,167-178) (PDF):
Further examination of the evidence suggests that apocalyptic thinking
was, after all, fairly widespread in the tenth and eleventh centuries
(A.D. 900-1100), at least in England and France
French historian Henri Focillon notes an amazing paradox: There is
abundant evidence of belief in the imminent end of the world around
the middle of the tenth century (around A.D. 950) and in the first
third of the eleventh century, but for the years immediately preceding
the year 1000 and for that year itself, there is none.
In the last chapters of the book, Jung writes about nuclear Armageddon. Waiting for the apocalypse, people turn inward, toward their souls. So Jung says that to deal with this new technological threat, we need to learn more about ourselves, how our psychology really works.