Yes, you should certainly make sure that you understand what the Great Depression was, before you try writing anything on it. I suspect, though, that you have been studying this for some time, and that you have not been assigned the topic randomly. If this is so, then mostly what you need to do is to get something, anything, down on paper. Just write down whatever you know about the topic, your opinions, reflections, random tangentially related thoughts, whatever comes to mind. Then post the results here. At least then we have something to work with when we are trying to help you out.
Sean, EssayForum.com