Near the end of Chapter Six of The Scarlet Letter, Pearl and Hester spend time outdoors during a pretty and Pearl throws handfuls of flowers at the "A" sewn onto her mother's dress.  When she is done, Pearl stands looking at her mother with mischievous eyes that seem, to Hester, fiendish.  Hester is half joking and half serious when she begins a conversation with her daughter questioning who the child is and where she comes from. 

When Pearl becomes serious and wants her mother to truly tell her where she came from, or who her father is, Hester replies that God sent her.  Pearl is very observant, as most children are, and notices the hestitation in her mother's answer and does not believe her.  Hester attempts to convince her daughter that she did, indeed, come from the Heavenly Father and basically asks Pearl where she could have come from if it was not from God.  At this point, Pearl is once again amused and cheerful and, basically, tells Hester that she does not know.  Because Hester is overanalytical regarding some things, which is a result of her guilty conscience, she finds herself wondering whether Pearl's origins are good or the alternative.