Why were the eastern Europe less advanced compared to Western Europe (up till 1939)?

It's a sweeping generalization. Czechoslovakia, which was in Eastern Europe, was no less advanced than, say, Portugal, which is in Western Europe...

I like to think that its colder in Eastern Europe and this affects development. The Russians had Eastern Europeans in their grip from 1945 to 1989 but I don't know about 1939 BUT ON September 1st of that year Germany invaded Poland.

somewhat of a missconception. But you have to look at the far broader historical perspective. Starting with the fall of the western roman empire, alot of the migrator people came through eastern europe and they caused far greater damage to the local poppulations than in yhe west. Thus it meant that it was harder for certain nations to form their own states as they had to endure the scourge of the migrators ( alot of the migrators came from asia ... they pased through eastern europe ... i'm romanian and my country is a tipical example of latin people who faced many migrators). The last migrators were the slaves who carved huge but uncentralized staes in the east wich collapsed rather rapidly. As the nation emancipated themselves with a few centuries delay from the west, they had to face the turks wich were further kept them back from developing. Yet i have to say that romania recovered quite well in the 19th century ... and in the 1920's even up to the WW2 we were quite a prosperous state ... we had a huge oil and gas industry ... bucharest was called "little paris" ... but then .... the scourge of WW2 came .... just our luck. anyway ... for more info on the turks and other eastern european countries, check out my profile ... i answered a question about islamic influence or smth like that abiout a week ago ... look up taht answer for more details if u want.