There are several reasons why Mary Warren fears Proctor in Act 1. First of all, he had forbid her to leave the house. (He is her boss, he has the right to do that.) Secondly, he seems a rather fearsome character. While Mary Warren tries to defend herself by pointing out she had just come to see a great wonder in the world, he threatens her right then and there by saying:
I'll show you a great doing on your arse one of these days. Now get you home; my wife is waitin' with your work.
I think this proves that Mary Warren was there against the Proctors' will. She knows that this means trouble for her. Like a child who has done something wrong, Mary is at such a loss for dignity that she quickly departs.
The way that Abigail treated her prior to Proctor's entrance might also suggest that Mary had a weak character to begin with, it is as if she rarely stood up for herself. This is important to know and understand as the play proceeds.