Personally, I see the opening as the first few years when everyone is still rushing for open supply centers and not necessarily focused on directly attacking other players yet.

Mid-game is obviously the longest period in most games. It is everything after the rush for open centers (1-2 years on average) and the end game (explained below).

End game is once a single power/alliance has gained overwhelming control and the game is getting to the point of either imminent victory or a forced stalemate.

I'd generally agree with @pfranklin51 - Opening ends as soon as all the neutral SCs are eaten up (or, in the case that two or three powers are seriously duking it out over one that evades capture - after fall 1902). Diplomatically, its when first alliances and more generally NAPs are formed.

Mid-Game is generally once some countries are forced to attack their neighbors - its when the first stabs occur. It takes up, as was said, most of the game and is heavily diplomatic.

End-Game isn't neccessarily when there's a clear winner emerging, but more when there are few enough serious powers (i.e. those with more than 3 or 4 SCs) left (I'd say 2 - 3, maybe 4). left that diplomacy takes a lesser role (although obviously still important) and the military reach of the individual powers makes the game more focused on tactics.