When the Pilgrims, whom were mostly Puritans (wanted to purify the church of England), arrived to Plymouth they formed their own colony. Because they did not agree with the Anglican Church of England and felt that they were being persecuted for their beliefs, they came to the New World where they could worship freely. I believe they took the Bible literal.
Those who didn't agree went and formed their own colonies, such as the Catholics(Maryland...I believe) and the Quakers (Pennsylvania).
Hopefully this helps.