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At the start of colonial times in New England, there was first the Plymouth Colony, then the Massachusetts Bay Colony. The first was settled by Pilgrims, the second by Puritans, who eventually absorbed Plymouth Colony in 1691. Although both groups came to the New World to establish their own brand of worship, it appears, at least in the case of the Purtains, that the persecuted soon became the persecutors. Roger Williams, who had settled in Salem and Boston, fled the Purtains due to religious differences and established Providence, which was then still surrounded by Dutch influence. Thomas Hooker, also due to religious differences, left and established an independent congregation in the Connecticut Valley. The Purtains had established a tightly knit theocracy in Massachusetts Bay; any doctrinal differences also meant political differences, and almost as a matter of course guaranteed that the free-minded would leave their autocratic and theocratic governance and establish their own government and religious beliefs.
Of course, this has to be a very general answer because we are talking about three different colonies and a long stretch of time...
Connecticut and Massachusetts were similar politically in that both were Puritan colonies with a close connection between church and state. All three colonies were pretty democratic, but RI was much more religiously tolerant than the other two.
Socially, the NE colonies are usually distinguished from the others because of 1) their Puritan majority and 2) the fact that they were founded for religious/moral reasons rather than for economic ones. They were more church-centered and more settled and family-oriented than the other colonies, especially at first.
Of course, this is grossly over-generalized...
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