I was told that the Naked Lady - a flower, Amaryllis belladonna - was
the first to emerge out of the shell shocked earth in Europe after
WWII. I would like to know if this is true. Thank you.

I spent a bit of time searching for such a legend but found nothing.

Search strategy: various combinations of the following terms:
Amaryllis or "Amaryllis belladonna"  or flower  or "naked lady" +WWII 
+World War II +Europe +legend

All I learned, I'm afraid, is that Winston Churchill was fond of the
flower.

There might be local legends to that effect.  "Naked Lady" or
"Beautiful Lady" (known as both) is a late summer/autumn bloomer.  The
stems and flowers rise straight from the ground with no foliage.  The
foliage comes later and dies down again before the next blooming
season.  The plant is from South Africa and has been known to
'naturalize' some areas where it has been introduced.  If you can
identify battle sites where the fighting took place mid-summer or
later, it is possible these flowers might be the first to appear.

Their blooming habit would make them seem excellent flowers for a
legend to take shape around.  Because the flower stem develops rapidly
and there is no foliage evident to show that a flowering plant even
exists at a particular spot, their sudden appearance from seemingly
"nothing" may seem 'miraculous' or legendary to some.

There may very well be some battleground in Europe where such a tale
persists.  If there isn't, there should be.

I wouldn't have thought this were true. 

At the end of the first world war, the humble poppy was the first to
show its face on the battlefields and trenches. That was why it was
adopted by the royal british legion as the flower of rememberance.

This led me to research "first flower" "scorched earth" which leads to
the first flower (The oleander) to bloom in Hiroshima. That was also
adopted as the official flower of Hirohima City.

Therefore, I would have though that if the first flower to bloom in
the bloodstained fields of post second world war Europe had been
noted, it would have been adopted by someone in the old tradition.

"Naked ladies" is also the name for the European autumn crocus, crocus
autumnale, or meadow saffron. Although much smaller than amaryllis
belladonna, both flowers are called 'naked' because they bloom before
the leaves come. With the autumn crocus, the leaves don't appear until
the following spring. The autumn crocus might well have been able to
flower in places where other plants had had a season's growth damaged
or destroyed. And it would naturally flower in September as the war
ended (although of course the war was over in Europe a few months
earlier).

There's a nice picture of some naked ladies at:
http://www.floridata.com/ref/c/colc_aut.cfm

Like the other researchers I haven't been able to find anything
specific about the autumn crocus blooming after the war. I have to
admit I didn't try searching with every single one of its traditional
English names. Gregory Grigson, in "The Englishman's Flora", gives a
whole series of 'naked' names including naked boys, naked nannies and
naked maidens. In Somerset it was once called Michaelmas Crocus or
Pop-ups. Indeed it does pop up quickly; one week there's nothing there
and the next a pretty purple-pink flower. I can imagine it as a symbol
of renewal in the autumn after the war. And, like digsalot, I *want*
there to be a legend about its miraculous appearance.

One last point: the belladonna lily needs a particularly warm,
sheltered spot in Southern England. I don't know if it could grow wild
in warmer parts of Europe.