The Plymouth Colony was founded by people that we know as the “Pilgrims.” They are perhaps more properly known as the “Separatists.” They founded the colony so that they would be able to live as English people in a place where their religion dominated public life.
The Separatists were one group of Puritans. Puritans in general believed that the Church of England was too much like the Roman Catholic Church and they wanted it to be “purified.” The Separatists thought that the Church of England was so contaminated by Catholic influences that they needed to be separate from it. This was a dangerous opinion at a time when the government expected people to be faithful to the state religion.
Because of this, many Separatists left England. They went first to Holland but did not really like living there because it was a foreign place and they were uncomfortable. In addition, they feared losing their English identity. Because of this, they decided to take the risk of coming to America so they could still be English, but live in a place where the their religion was the dominant religion.
Please follow the link below for more detailed information about the Pilgrims.