A schematic is always useful
Each R/C filter in the supply rail is a low-pass filter that shunts as much frequency bandwidth as possible out of the power supply rail, so that the power rail is as stable (DC) as possible, to minimise noise and hum.
The frequency roll-off point (at which frequency is rolled off (by 6dB per Octave - or 20dB per decade) needs to be as low as possible to in order to achieve minimal hum, and is expressed by the function: f=1/(2.pi.R.C), where f is the frequency in Hz, R is the resistance in Ohms, C is the capacitance in Farads, and 2.Pi is 44/7 :-)
If you change either the 'R' or the 'C' component of each R/C filter, it can reduce the ability of the R/C filter to shunt noise out of the power rail, because it can raise the low-frequency shelving point up into the audible range (and so you don't get the low frequencies shunted out of the power rail, and they manifest in the signal path instead).
The screen ('g2') supply node filter cap (A.K.A. the 'smoothing cap' in this amp) is important for the whole power supply smoothing function, because it is the node where ripple current (from the reservoir cap) gets smoothed out. It also supplies DC to the screens, and any 'noise' left here will result in g2 current feedback in the output tubes (which can affect the way the frequencies are filtered, especially when you start hitting power chords). The bigger the g2 supply node cap, the more 'bass' you tend to get in the amp. (Early supro bass amps made the g2 cap larger than the reservoir cap)
The 22k dropping resistor works the same way in the R/C filter for the pre-amp supply. You want to keep the resistance and/or capacitance in this filter large enough to shunt as much noise out of the pre-amp supply as possible, because this supplies the input stage (amongst others). The input stage is where the S:N ratio is the highest, so any noise appearing in the power supply here is likely to be amplified throughout the subsequent signal path.