What is the effect of Sarah Good's and Tituba's talk about flying south? Why does Miller include this talk?
We might point to several meanings behind the section of the play in question.
First, this conversation takes place at the very opening of the act (Act 4) and serves to set a particular tone of paranoia. Both Tituba and Sarah Good are frantic in their belief that the devil is coming to fly them away to Barbados. Sarah Good's description of the impending event in speaking to the Marshal Herrick is "Oh, it be a grand transformation, Marshal!"
Her exuberance fails to convince Herrick, who sees Sarah Good as a deranged person. This point of view is important in context. The town has recently sentenced many people to hang, including John Proctor, based on the word of people deemed credible.
Those "credible" people (i.e., Abigail) say things about witches and devils very similar to Sarah Good and Tituba, however, those people are believed because they are not outcasts or liminal figures as Tituba and Sarah Good happen to be.
Goody Good is a ragged and crazy woman who seems to live on the edges of town life.
Thus social position is equated to credence or "believability" in this passage of dialogue between Sarah Good, Tituba and Marshal Herrick. Seen in this light, we can perhaps re-evaluate the reasons for John Proctor's legal (and social) condemnation. He too exists as a liminal figure in the Salem community and his word is not believed.
So here we have looked at two ways this passage functions in the text. It establishes a tone of paranoia that will be continued in Act 4 (especially with Parris) and it offers an insight into one of the play's central themes - "social truth" often conquers factual truth.
The significance of Miller's inclusion of Tituba's and Sarah Good's talk of flying south is the highlighting of the tremendous cultural disparity between Tituba and the rest of the community.
Tituba hails from Barbados and was brought to Salem in order to work as a slave under Parris. Thus, Tituba views the devil in a radically different light than the Puritans who surround her; for those living in Barbados, the devil (as a symbol, as well as in some forms of religious worship) was a regular component of daily life and not a representative of deep and pervasive evil. Tituba even describes the devil as a "pleasureman" who sings and dances; by her standards, he is relatively harmless.
Thus, the idea of a satanic figure appearing to take her back home is two-fold: it signifies Tituba's outsider status in Salem, as well as her desperation to leave these oppressive circumstances. Sarah Good's echoing of these sentiments ("...tell him Sarah Good is goin' too!") shows just how manic the entire community has become in the face of this raving lunacy.
Miller includes this to help illustrate the difference of opinion regarding the devil and what is considered evil. Remember, Tituba was purchased by Parris and brought from her home in Barbados, to the Puritan world of Salem. There she is forced into labor. This, for Tituba, is more evil than anything she could pretend to confess to. Since she doesn't share the same religious beliefs as the Puritans, she doesn't view the devil coming to return her home as something evil or horrible. Given her circumstances, she would likely be glad to get out of Salem and return home no matter who or what gets her there.