Since you are dealing with potentially twenty years of American history, the key is to narrow down your topic and let your reader know the scope of your paper. In order to do this successfully, you will need a strong thesis statement and a few indicators of where your paper is going.
Let me explain. If you are going to write on the economy, then your thesis statement can be: The roaring twenties with it conspicuous wealth gave way to the worst economic times in modern American. This paper will argue that this change of economic events took place, because American overspent, banks did not have enough money on reserve, and the credit markets were frozen.
These two sentences have a thesis and they tell the reader where the paper is going. In essence you will be looking at the spending patterns of Americans, the financial holdings of banks, and the credit markets.
Of course, the above is only a sample, but your paper must have a clear thesis. Finally, it is good to have all of these thing right in the beginning.