Step 1: Understand the event.
The Great Depression was the worst economic crisis of the twentieth century. We need the country where it began.
Step 2: The setting.
During the 1920s the United States enjoyed a boom called the Roaring Twenties. But too much stock market speculation created a bubble.
Step 3: The crash.
The bubble burst in the Wall Street Crash of October 1929. Banks failed, businesses closed and unemployment shot up.
Step 4: Going global.
Since the USA was a top economy and lender, the crisis spread worldwide. Germany, India and China were hit only after this.
Step 5: Conclude.
The Depression first occurred in the USA.
Answer: USA