Well, critics have suggested many different responses to this question throughout the years. However, it is important to identify the psychological nature of what Goodman Brown experiences. Here we have a young man whose name allegorically suggests a man who is trying to be good and be a Christian in a world where religion is very important. However, the events that he witnesses that one night in the woods shake his faith and understanding of Christianity to the very core, leaving him a dark, depressed and brooding man. Note the way that one by one the various saints of his village, who he is used to looking up to and respecting for their zealous religious practice, are exposed as shams and shown to be truly evil. Consider how Goody Cloyse is presented:
As he spoke he pointed his staff at a female figure on the path, in whom Goodman Brown recognised a very pious and exemplary dame, who had taught him his catechism in youth, and was still his moral and spiritual adviser, jointly with the minister and Deacon Gookin.
This spiritual giant in Goodman Brown's life is shown to talk of union with the devil and riding her broomstick, clearly indicating her evil nature, and pointing towards the lesson that Goodman Brown learns in the forest: no matter how impressive our outward spirituality and piety, within all of us there exists a propensity to evil that cannot be taken away. This is perhaps the truth that Goodman Brown experiences, and this is the truth that changes him so radically.