Pilgrim’s Progress, Page 1 – Read carefully:
As I walked through the wilderness of this world, I lighted on a certain place where was a Den, and I laid me down in that place to sleep: and, as I slept, I dreamed a Dream. I dreamed, and behold, I saw a man clothed with rags, standing in a certain place, with his face from his own house, a Book in his hand, and a great Burden upon his back. I looked, and saw him open the Book, and read therein; and, as he read, he wept, and trembled; and, not being able longer to contain, he brake out with a lamentable cry, saying, “What shall I do?”
Bunyan begins by explaining, by means of some choice shorthand, that this is a “Dream,” an allegory and not a real story. Fiction had not before now been seen in English – Pilgrim’s Progress was essentially the first novel in our language.1
The “rags” and the burden are not, as you might suppose, symbolic of a drug problem, or a lack of money, or of “hard circumstances.” They do not symbolize what we call “depression” or mental illness (though that was a common misdiagnosis of spiritual awakening even then, as we shall see.) Bunyan meant them to represent the best parts of the man’s heart and actions. – “All our righteousnesses are as filthy rags.”2 Even the good things this man had to offer weighed down on him like a burden.
Clearly he expects that he needs to do something to solve his problem but for some he doesn’t know what that is. Nowadays we would tell him to say the Sinner’s Prayer and thus be magically assured of his salvation. “Tell the Devil to stop bothering you with doubts!”. (Many who call themselves Christians would not even do this much.)
1 Dreamy allegories had been done before, of course: Dante’s Divine Comedy (Italian) and the Hypnerotomachia Poliphili (“Latinate Italian”) being two famous examples of the time; but Bunyan is unlikely to have been acquainted with them since he spoke and read only English.