the North American Great Plains are subject to cyclical drought / wet decades. It seems to have a 30 year cycle
Basically the worst affected areas in the late 1920s and early 1930s were west of the 100th Meridian, in the high plains, where the land is dry steppe, unlike the wetter praire to the east
in short, when settled, late 1880s and early 1890s, it was a wet period that lasted until the early 1920s, before gradually becoming drier and drier and then entering drought. The farmers stripped off the top layer of matted grass that had been there for centuries, plowed it, grew wheat like crazy, a bubble developed as land was farmed more and more intensely because of high crop prices during World War I, farmers got into debt and had to keep farming like crazy to grow enough to get enough to hopefully meet bills while the price continued to fall, the climate continued to dry (reduced yields per acre) and then it got REALLY dry
Remember, they didn't really understand climate science at all during this period, and pre settlement records were sparse and only now do we really understand somewhat the climate history of North America
more can be found here
http://digitalcommons.unl.edu/cgi/viewcontent.cgi?article=1006&context=greatplainsresearch
http://www1.american.edu/ted/ICE/dust-bowl.html