What was known as the errand into the wilderness?

The Puritans were a reformed protestant sect in Europe that wanted to reform the church of England, but not separate. When they realized that corruption of the church was permanent, they set out with an "errand into the wilderness" to build a model Christian society based on The Bible, which would serve as a beacon for the rest of the world. They hoped the Church of England would see their success and follow their example.