One interesting side-note about early advertising: while most of the working world prior to the Industrial Revolution was extremely gendered, when advertising became an actual "business," both men and women worked as equals in the industry. Initially, this was one of the few jobs that a woman could hold where she was treated as an equal. Part of the reason was practicality: print magazines were primarily geared toward women, and it was thought that women could write better ads directed at their own gender. However, as the businesses grew, advertising began to be dominated by men, and the usual gender stereotypes prevented women from regaining the equality they once had for several more decades.
Advertising did not just stop with magazines. With the then-recent development of radio, ads worked their way into the most popular media format of the time. What started out as a means of selling more radios to listeners, quickly became an unchecked means of completely integrating entertainment and advertising. It wasn't until the Communications Act of 1934 was passed, and the FCC as we know it was created, that specific legislation was passed that defined how radio advertising could and couldn't be used.
There are a number of resources for finding ads from this time period. Found In Mom's Basement was the site I pulled a number of ads from, but sites like Methodshop have a number of fascinating ads too, which there are a number of specialty sites that focus on one kind of ad (cars, make-up, etc.) Familiarity with advertising is a great way to give depth to the culture of the '30's, and give you different perspectives on what was happening at the time.