The speech is believed to be given when aboard the Arbella not long before landing.
Winthrop believed that all nations had a covenant with God, and that because England had violated its religious covenant, the Puritans must leave the country. This was an expression of the Puritan belief that the Church of England had fallen from grace by accepting Catholic rituals. John Winthrop claimed that the Puritans forged a new, special agreement with God, like that between God and the people of Israel. However, unlike the Separatists (such as the Pilgrims), the Puritans remained nominally a part of the Anglican church in hopes that it could be purified from within. Winthrop believed that by purifying Christianity in the New World, his followers would serve as an example to the Old World for building a model Protestant community.
The Puritans, led by Winthrop, believed their community was 'specially ordained by God' and this concept had a powerful effect on the Puritan society of New England. Breaking a covenant with God has dire results. In order to avoid incurring God's wrath by breaking their promise, the Puritans sought to maintain perfect order in their society. Their institutions and conventions attempted to mold an extremely rigid society in New England, in contrast with the other loosely-bound colonies in the new land of America.
The Puritans wanted the freedom to practice their own religion, but their religious views were very strict and not necessarily compatible with contemporary notions of religious freedom. They forced everyone in the Massachusetts Bay Colony to follow the dictates of their puritanical faith, even those who were not Puritan.