Reverend Hale has returned to the jail in order to try to convince the people condemned to hang to confess to a crime they have not committed. In his words, Hale says,

I come to do the Devil's work. I come to counsel Christians they should belie themselves. There is blood on my head! Can you not see the blood on my head!!

He feels some guilt because, there he is, a minister, trying to persuade good Christian people to lie because telling that lie would save their lives. This is what he calls "the Devil's work." However, he feels even more guilty about the role that he has played in the witch trials in general, and the fact that he did not seem to speak up about possible corruption and injustice until it was too late (in Act Three), despite his reservations. This is why he refers to the "blood on [his] head"; he means his guilt for the responsibility he must claim for the deaths and imprisonment of the innocent. Hale actually says to Elizabeth Proctor, "I would save your husband's life, for if he is taken I count myself as his murderer." We can see, then, that he feels tremendously guilty, and it is this guilt that has compelled him to return to Salem. Now, if he can persuade these people to confess to witchcraft, of which they are innocent, they could avoid hanging and their lives would be spared. However, if they persist in maintaining their (real) innocence, then they will surely be hanged that very day.

Reverend Hale comes to the jail to try to save John Proctor from going to the gallows. He hopes to either convince Proctor to confess and save himself or convince Elizabeth to persuade Proctor to confess. He also makes an attempt to sway the judges to change their minds about Proctor's sentence.

Hale has changed his mind about the accusations of witchcraft in Salem, realizing that Abigail Williams and the other girls have been lying and their claims are a fraud. He once believed, fully, in the truth of those claims, but when he arrives at the jail he has been convinced otherwise. To his credit, he is willing to see that he was wrong.  

[Hale] is a man of integrity who, although at times misguided and overzealous, is willing to change his mind when confronted with the truth.

However, Hale's earlier zeal and belief in the accusations of witchcraft lead to John Proctor's death sentence. For this reason, he returns to Salem and attempts to save Proctor. 

Hale feels that it will be his fault if Proctor dies.