Yes, it is true that some Americans emigrated to the Soviet Union. There are a couple of important points here. First of all, there was a lot of enthusiasm, early on, for the idea of building a new way of life. In hindsight, the usual narrative that the Soviet Union was doomed from the beginning has basically taken over as the mainstream view in the United States. Whether or not you agree with this, it was not at all obvious to people living in the early 1930s. Some people left because of the poverty of the depression, some people left because they were genuinely interested in the Soviet project.

So anyway, there are a number of famous accounts of Americans who did this. My favorite it John Scott's memoir Behind the Urals. It is mainly an account of his time working to help build the Magnitogorsk, an industrial city the Soviet Union built from the ground up in the 1930s.

Also, the Soviet Union relied heavily on foreign, often American, experts early on to help build up industry in the country. Before the revolution, Russia was not especially industrialized, and therefore the Soviet Union lacked a lot of the expertise needed to quickly industrialized the way they wanted to. Indeed, the Soviet government hired American consultants when planning Magnitogorsk - a city that was to take after Gary, Indiana as a model industrial city.

Secondly, it's important to remember that the Cold War didn't start until after World War II. Although the Soviet Union and United States were not exactly friendly, their relationship was not characterized by the extreme hostility that mostly characterized the Cold War. I realize this isn't what you asked, but I find that the Cold War is so vivid to people that they often forget that the the Soviet Union was around for about 30 years before the Cold War really started. So, it's important to shift your default frame of reference about the Soviet Union when talking about American/Soviet relations and interaction before the Cold War began.