I'm far more familiar with the initial developments of Soviet rule in the region, so up to about the start of the Second World War, so I'm going to focus on that:
While a Soviet (council) was established in Tashkent (the capital of modern Uzbekistan) in 1917, the Bolsheviks were not strong in the region, as they were really only popular amongst the ethnic Russians, who were few in number. They did manage to hold off a British-led invasion (or attempt at one) at the time, and the Basmachi movement (which in very basic terms was a campaign by locals to remove the Tsarist/Bolsheviks from the region). By the mid-1920s the region was firmly under Bolshevik (or Soviet by this point) control.
Central Asia was probably the most undeveloped and unready region of the Russian Empire for a socialist revolution, which is saying a lot considering the entire empire was not suitable. Of particular note (and what I'm most familiar with) is the lack of distinct ethnic and national identity amongst the people. This especially posed a problem with the 1924 delineation of the region, which had initially been controlled as the Turkestan Autonomous Soviet Socialist Republic. But as part of their korenizatsiia (nativization) campaign, the Bolsheviks promoted ethnic minorities (non-Russians) and developed said ethnic identities, as part of their goal to advance the people beyond national identity (Marxist theory suggested that while nationality was not to be included in a communist society, it was necessary for the undeveloped peoples to first become nationally conscious before they could move on from it).
However most of the people of the region had no concept of a national or ethnic identity. While they did speak different languages (Uzbek, Turkmen, Kazakh, Persian), they were more closely aligned to their tribal identity and religion, Islam. However the Bolsheviks instead divided them up mainly along linguistic lines, in some cases actually establishing a written standard for the languages (the most famous being Uzbek, which was effectively created by the Soviets from a language that had mainly been only used for poetry in the previous centuries. Kazakh and Kyrgyz were also established as distinct languages as this time, though they are arguably dialects of the same language). Literacy was developed, going from almost nil in some regards to an established literary foundation in the space of a few years, with the population both learning their native language and Russian (though in the case of the former it would be confusing as it switched from an Arabic-based script to a Latin-based, to finally a Cyrillic-based one between 1917 and 1940). Thus the five republics were created, with their modern borders finalised by 1936.
Islam was also a factor at the time, and the Bolsheviks worked hard to eradicate its influence on the region. I'm embarrassed to say I can't get into the specifics on this, despite knowing that there is an excellent book on the subject (Northrop's Veiled Empire, see the sources at the bottom), which in short (based on an article he wrote that was later included in the book) that the Bolsheviks worked to unveil local women and modernise them in an attempt to reach the whole population, only to have the veil become seen as a sign of national and cultural identity and maintained.
Urbanization was also implemented, and cities were developed in the regions. Places like Frunze (modern Bishkek, Kyrgyzstan), Stalinabad (Dushanbe, Tajikistan), Poltoratsk (Ashgabat, Turkmenistan) and Alma-Ata (Almaty, Kazakhstan) saw rapid growth in the 1920s and 1930s as they were made capitals of Soviet republics. Mass numbers of ethnic Russians moved to these cities, as did locals, greatly altering the demographic geography of the region. Rail lines connected the cities to each other and Moscow, and the rest of the world (in theory), even furthering their modernisation.
Collectivization of course reached the region in the mid-1920s, with devastating results. While the Ukrainian Holodomor is somewhat well-known in the West, famines devastated the region here as well (at the same time as the 1932-33 Holodomor, up to 30% of all Kazakhs died in a famine). This was introduced alongside industrialisation, with massive projects like dams being built in the region to help create farms in largely desert and mountain regions (most of Turkmenistan, for example, is desert).
This is mostly a brief overview of the region at the time, and is far from comprehensive, so if there specific questions relating to anything, I'll do what I can (though note I will unfortunately be unavailable for the next couple days, but I will answer queries when I return).
As for sources and further reading:
Adrienne Lynn Edgar Tribal Nation: The Making of Soviet Turkmenistan This is a case study of Turkmenistan in the 1920s and 1930s. Edgar covers nearly everything I did here (and is in most cases the base of what I wrote), and it is arguably a foundational text on the subject (Soviet Central Asia).
Douglas Northrop Veiled Empire: Gender and Power in Stalinist Central Asia Probably the most important text on Islam, gender, Central Asia and the early Soviet Union. Northrop does an amazing job at looking at the role the veil played in the national identity of Uzbeks, and how it actually helped develop the idea of an Uzbek national identity.
Francine Hirsch Empire of Nations: Ethnographic Knowledge and the Making of the Soviet Union This looks at late Russian Empire/early Bolshevik attempts at creating national identities, especially in Central Asia. It shows the methods used to effectively form an ethnic group when there was no concept of one in the region.
Ronal Suny and Terry Martin (eds.) A State of Nations: Empire and Nation-Making in the Age of Lenin and Stalin A collection of essays on nationality in the early Soviet Union, including a couple essays specifically on Central Asia (I know there's on Kazakh rail workers, and think Northrop has an essay in there too).