For the Puritans, the Devil was behind every evil deed because good works were a sign of one's commitment to God. Fire and brimstone ministers, such as Jonathan Edwards warned of the perdition that the person would suffer if he/she committed even the tiniest infraction against Puritan law. In exerting great pains to warn their children of the workings of the devil, parents told them about "the Black Man" who held black sabbaths in the forest primeval, warnings that run throughout the narratives of such works by Nathaniel Hawthorne as "Young Goodman Brown" and "The Scarlet Letter." In this primitive and dark forest where secret sins could be hidden from the judges of the community, the Puritans felt that the Devil could do his work and influence those who came to the forest to commit evil deeds.
Since many Puritan leaders took upon themselves the right to determine what was in another man's soul, the constant subjection of an unseen danger led to the scandal of epidemic proportions, the Salem Witchcraft Trials, the subject of "The Crucible." This Puritan hysteria that developed after Ann Putman claimed to have witnessed young women engaged in the Black Mass with the devil is a metaphor for the hysteria of "McCarthyism," the movement in the 1950s which involved the hunting down and exposing of people having communist sympathies. While those exposed were not executed, many screenwriters, actors, etc. suffered irreparable damage to their reputations and careers in Hollywood as they lost lucrative positions.
The short answer to this is that the Puritans thought that the virgin forest was the Devil's home base.
You can find this information in the introduction that Miller wrote that appears before Act I starts. In that introduction, he gives information about the Puritans and their world and he tries to explain some things about why he wrote this play.
He says that the Puritans felt that they were in danger from the Devil. They felt that the Devil lurked in the forests around them. This is one reason the people of Salem thought that it was plausible that there could be witches, influenced by Satan, among them.