It depends a lot on one's age at the time (in 1933) and what kind of options you had of emigrating, cutting your roots within Germany and rebuilding a home in exile. I think it was obvious to very many people at the time, even in '32, that German society, economy and politics were in a tailspin, and many people would have sensed that the disaster had some roots in the twenties, long before the economy bombed. But who or what they were blaming would have differed a lot as well. The Nazis blamed the Jews and Communists, and the treaty of Versailles, some blamed "modern decadence and laziness", most of us take a different approach...I reckon one's age would have been important to how easy you would have found it to see and act on what was happening. Supposing I'd been born in 1900 or shortly after, and had been roughly like the "me" I am for now, I believe I would have realized fairly early that the Nazis were a rotten bunch and could not be trusted. But would that have translated into openly defying them, and perhaps getting caught, beaten up and hanged, or going into exile? I really don't know, that's much less certain.
Many people simply didn't have the option of emigrating, it wasn't an easy decision in a world where joblessness and poverty were rampant, where their kids might not be able to get educated in their native language, where you'd likely have to sell your furniture, books and much of your clothes for subpar prices prior to moving out, or even destroy some of your books because they were verboten or suspect - and where one's school diplomas might turn out relatively worthless in a new country. Not to mention that you might lose touch with most of your extended family, even your parents. Letter traffic back and forth to the Reich was not left uncensored of course, and some of them might turn against you on their own accord.
I think people like Sophie and Hans Scholl or the Stauffenberg group deserve great respect, even if they had been affiliated with the Nazi party at some point earlier on. Joining the party was as unavoidable, to many people, as paying your student fees or joining the student union if you attend a university today, in many cases it was only marginally an ideological choice and it could be coerced quite a bit.