Mary Warren is friends with Abigail, and was with her and their other friends in the forest the night that Reverend Parris caught them dancing. She is absolutely terrified of being called a witch for those actions; she fears punishment and possible hanging. She expresses this fear to Abby in act one as she begs Abby to tell what they did, so they can be "whipped for dancin'" so as to quell the rumors of witchcraft. At this point, Abigail threatens all of the girls. She tells them that if they breathe one word about anything other than dancing, she will "bring a pointy reckoning" against them, possibly accusing them of being a witch.
Mary Warren takes this threat to heart. As more and more women are accused of witchcraft, she sees how any time Abigail and the girls faint or cry witch, a woman is brought in and condemned. Mary's friends hold terrible power over the courts. At the end of Act Two, John Proctor asks Mary to tell the truth, that the girls are faking it, and that Abby saw her put the needle in the poppet. Mary immediately refuses. Her only reason is that "they'll turn on me!" She means that her friends, through the example of Abigail, will probably accuse her of being a witch. If she goes in there and tries to prove all of these girls frauds, that means that this entire time they were condemning innocent people to die--basically, murder. There is no way that Abigail will let that happen. Mary knows that all Abby has to do is faint and blame it on her, and she'll be jailed and condemned as a witch. So, she doesn't want to take that chance.
I hope that those thoughts cleared it up for you a bit; good luck!