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He went to the forest to meet the devil, but sugarcoated this and called it an errand. He went because he left his wife, Faith? (that was her name?) symbolic of leaving his faith in God. Every Christian has their ups and downs in the Christian walk and this evidenced YGB's errand to the forest. He strayed away from the path of God. You notice in the end, that his life is never the same, he never fully returned to his faith, or Faith his wife.