The colony of Massachusetts was founded in 1620, when the Pilgrims arrived from England and formed the Plymouth Colony. Although the Pilgrims were ravaged by disease and hunger, they managed to write the Mayflower Compact, a local government that established rules and regulations in order to ensure the colony's survival. Upon their arrival, local Wamapanoag Indians, led by Chief Massasoit, taught them to plant crops. About half the original passengers on the Mayflower survived. In 1620, the Pilgrims and Indians celebrated what some consider the first Thanksgiving.

In 1629, Puritans founded the Massachusetts Bay Colony in Boston. The Puritan colony grew quickly and soon became the economic and religious center of Massachusetts. Unlike the Pilgrims, who came to Massachusetts for religious freedom, the Puritans came for religious purification, and were intolerant of other religious groups. Many religious groups were banned from Massachusetts and several dissenters exiled by the Puritans, such as Roger Williams and Joseph Hooker, founded other colonies (Rhode Island and Connecticut).