At the end of 1618, a blazing green star soared across the night sky over the northern hemisphere. From the Philippines to the Arctic, the comet became a sensation and a symbol, a warning of doom or a promise of salvation. Two years later, as the Pilgrims prepared to sail across the Atlantic on board the Mayflower, the atmosphere remained charged with fear and expectation. Men and women readied themselves for war, pestilence, or divine retribution. Against this background, and amid deep economic depression, the Pilgrims conceived their enterprise of exile.

Within a decade, despite...