this question is from the story Young Goodman Brown
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Puritans believed in the devil in both physical and spiritual form. Their small villages were enclosed places. They feared the dark forest and believed that the devil lurked there. We see this motif in many stories from Arthur Miller's The Crucible to Nathaniel Hawthorne's The Scarlet letter. Any unorthodoxy was believed to be a product of relations with the Devil. The existence of a Devil waiting beyond the village became a way to scare people from leaving the area as well as insulating them from other ideas contrary to Puritan thought.