 In 1628 , Dudley and others from the Earl of Lincoln 's circle formed the Massachusetts Bay Company , with a view toward establishing a Puritan colony in North America . Bradstreet became involved with the company in 1629 , and in April 1630 , the <unk> joined the Dudleys and colonial Governor John Winthrop on the fleet of ships that carried them to Massachusetts Bay . There they founded Boston , the capital of the Massachusetts Bay Colony . 
