Hi Raymond ... and WELCOME to WikiTree!
I'm involved with the Holocaust project here and am very often searching for immigration records of people who traveled from Germany to the US, although at a later time than you are interested in.
The first place I look is at: https://familysearch.org/search where I generally start with first and last names. If there are a lot of records, then I will click "Type" on the left side and check the box for immigration. If I want more filtering, I might enter a range of 2 or 3 years around the person's birth year on the left side. You can see some of the information that is in the record there and, in most cases, there is a link to the site where the original immigration record can be displayed.
Although many immigration records located at http://www.libertyellisfoundation.org (which is the Ellis Island website) can be found at family search (the first link here) I sometimes find records there that are not at family search.
Good Luck with your search and please feel free to ask anything here - help is only a few keystrokes away!