Pennsylvania was founded in 1681 after King Charles II of England granted a Quaker gentleman called William Penn a charter for a colony on the North American continent. This was the king's way of settling an outstanding debt he owed to Penn's father, an admiral also called William Penn.
What was different about the new grant of land was that it was proprietary, i.e. that Penn would have to establish his colony entirely at his own risk. In return, Penn was granted extensive powers, such as the sole right to initiate laws, levy taxes, coin money, and regulate commerce. Pennsylvania—meaning Penn's woods—was effectively a feudal state, with independent sovereignty limited only by loyalty to the king. So long as Penn stayed loyal to the man who'd granted him such vast territories he would remain firmly in charge.