No, but I do remember writing a long interview report for school based on my Grandmother's and Aunt's experiences during it. I still have it laminated and in a binder in my filing cabinet.
Only from my grandparents' stories (my parents were very young during that era). But it was also said that when the "Great Depression" hit my home town no one noticed, so there's that . . .
If you're really interested in the "Great Depression" (as in "Is this a really Great Depression. or what?) get a copy of Studs Terkel's book "Hard Times". It's a really interesting read.
I was born during the Great Depression but I sure remember its aftermath. We hadn't yet recovered when WWII started in 1939 (1941 for the US) and the shortages of the Depression morphed into rationing for the war.
My parents lost their home when Dad lost his job and there was very little money around during my childhood. The result was that, like so many kids, I left school as early as possible to make a contribution to the family income. Only kids from the more affluent families got a chance to complete their education.
So while I don't actually remember the Depression I'm reasonably familiar with what it was like.