What is the literal meaning when Proctor says "We are only what we always were, but naked now.  Aye! and the wind. God's icy wind, will blow."?

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The literal meaning of a word, phrase or sentence, is its true or normal meaning - its denotation and is in contrast to its figurative or symbolic meaning. In this context, then, what John Proctor literally means is that they are just the same as they had always been. They are the same people everyone has come to know and that nothing has changed. The only difference now, in a literal sense, is that they are bare and exposed to the elements with no attire to protect them. As such, they are vulnerable. 'God's icy wind,' literally speaking, is an act of nature. Because they are uncovered they feel bitterly cold when a chill wind blows over them. Their teeth will be chattering and they will exposed and uncomfortable. 

John utters these powerful and dramatic words at the conclusion of Act ll. His wife, Elizabeth, has been arrested on a charge of witchcraft lodged by Abigail Williams. John resisted the sheriff and went as far as tearing up the arrest warrant but relented when Elizabeth told him that she felt that she had to go. John was utterly devastated and had commanded their maidservant, Mary Warren, to accompany him to court the next day. He wants Mary to testify against Abigail Williams and the other girls. Mary had told the Proctors that the girls were all putting on an act and were accusing innocent people of witchcraft. John hopes that her testimony will lead to his wife's release.

Although a literal translation is asked for, it should be obvious that most of what John says is metaphorical.

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This is a great line.  Taking it literally, the idea of being naked is one element present.  We are what we are and there is little to change it.  Yet, our state of human beings is challenged when adverse conditions fall upon us.  The idea of the naked human beings having to deal with "God's icy wind" brings to light the idea that the bitterness intrinsic to such realities will visit and the implications from this will be brutal.  The literal meaning is pain.  There will be much in way of pain and discomfort from what will result.  The fact that this icy wind comes from God is almost in the form of a delivering of judgment upon human beings for what has been done.  It is difficult to not see the symbolism of Proctor, who will end up being executed in complete defiance against what is happening in Salem, speaking about judgment and deliverance.  The idea of "icy" also helps to bring out that the real cruelty in Salem was not the accusations as much as the severed bonds, the connections between human beings that were frozen with silence and cold detachment.

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