Even though Bunyan's The Pilgrim's Progress is an evangelical Protestant allegory written three hundred years ago, its "heroic image of militant Puritanism" embodies the tenets of Calvinism and Baptist theology. As Roger Sharrock says:
...like a modern political prisoner, he [Bunyan] was put to the supreme existential test; isolated among people who believed his conduct was foolish or criminal or both, he had to give a reason for the faith that was in him.
Moral themes present in the allegory are man's uncertain and dangerous spiritual journey, his burdened freedom of choice, the roles of suffering and faith as means of attaining that freedom, the limitations of both rational thought and conventional morality, the nonconformist distrust of outside groups (namely the established Church of the land), and the willingness to suffer imprisonment and persecution to attain spiritual and artistic freedoms.
To understand the The Pilgrim's Progress, we must understand Bunyan, or Christian incarnate. The young Bunyan suffered from recurring nightmares where he was tormented by demons, dragons, monsters, wicked spirits, and the prospect of eternal damnation. He wrote, in Grace Abounding, that God did "scare and affright" him with "fearful dreams" and "dreadful visions." According to Ola Elizabeth Winslow, "'The agonized conscience of Calvinism' needs no clearer illustration than the monstrous sense of guilt which matched these nighttime horrors in a small boy's thought and suggested to him so childish a way of escape." She concludes that the "pulpit was usually responsible" for instilling these dreams in the boy, and this "way of escape" was salvation. These dreams helped shape his vivid imaginitive writing style and became a source of inspiration for framing Pilgrim's Progress.
At the age of twenty, Bunyan, according to Sharrock, "...was plunged into a religious crisis which lasted for several years which brought him to the brink of despair." Winslow, however, accounts a definitive "conversion," akin to Saul's on the road to Damascus, which meant "acceptance of an authority which guaranteed the truth of something incomprehensible to man". She concludes that his conversion was salvation, and salvation meant "escape from a literal hell" to "achieve a literal heaven."