Purpose of interleaving in OFDM systems
Interleaving is not specific to OFDM. It is an age old technique used for improving error correcting codes. 

Basically, most error correction coding techniques are good at suppressing bit-wise errors which are independent and random. However, when channels are not memoryless, there could be burst errors. i.e. several bit errors are likely to see in close by given the first bit error occurs. Hence, in such cases typical ECCs gets much weaker.

Burst errors in general are more adverse not only because they get better of error correction codes but they tend to produce more profound local gaps (such as hicups in voice or patch in video data). And yet, in most wireless and satellite channels they are more common. This is also applicable in storage mediums. 

Interleaving, a very simple technique resolves this very efficient way. Basically you take a block of bits and interleave it in a particular known order. Now when a burst error occurs, after the de-interleaving at receiver the effected bits are now speared apart much more than the original burst. And hence it improves the work of ECC significantly. 

Many modern channel encoding uses interleaving built-in. 

You can read a very detailed outline here: 


Yun Q. Shi, Interleaving for Combating Bursts of Errors IEEE CIRCUITS AND SYSTEMS MAGAZINE FIRST QUARTER 2004 pp 29