The impact of the Great Depression on the Okies is that it (along with the climate problems of the Dust Bowl) forced the Okies to leave their homes in the Midwest and try to find jobs in other places, most notably California.
Because of the Great Depression, the markets for farm products was even worse in the 1930s than it had been in the 1920s. Because the markets were so bad, the farmers could not make very much money. As they went broke in the Midwest, they had to try to go off and find jobs elsewhere. this is when they became known as the Okies.