Symbolism, Imagery, Allegory
The Pilgrim's Progress is an all-allegory turducken.
This book is composed of allegory… and allegory inside allegory. And holding all of this allegory together is the larger allegory of the literal "progress" or journey that Christian undertakes. That's right. Instead of a chicken inside of a duck inside of a turkey, we have allegory inside of allegory inside of allegory. Wrapped in bacon.
We'll carve and eat this delicious bird feast... um, we mean we'll break down the literary importance of this book.
So the journey—the "turkey" part of the turducken that keeps this whole shebang together— is Bunyan's allegory for the Christian life—for what it means to set out and stay on the road to salvation.
Like most quest stories, this one has an ongoing dynamic between deep conviction/certainty about the goal and the unknown. When Evangelist first finds Christian walking in the fields and despairing over his impending doom, he hands him a scroll that simply says "Fly the wrath to come" (P6). This kick-start symbolizes what Bunyan sees as an important aspect of Christianity—running headlong toward obstacles.
Christian's literal running from the city (and frequent running throughout) symbolizes the Puritan eagerness for heaven and escape the sinful world. It's this duality—heaven vs. worldy sin—that allows Bunyan to make such clear allegorical categories of good and bad in the story. Whenever Christian is distracted from thoughts of heaven (such as when he falls asleep on the Hill of Difficulty) he is drawn into sin... and vice-versa. He can't ever let his guard down, as Evangelist reminds him:
"… you are not yet out of the gun-shot of the Devil: you have not resisted unto blood, striving against sin: let the Kingdom be always before you, and believe steadfastly concerning things that are invisible… and be sure that one or both of you must seal the testimony which you hold, with blood." (P462, 464)
Basically, there are dangers at every turn. This journey (much like a Christian man's or woman's life—allegory alert!) is one long string of dangers and temptations. You're not safe until you're dead. Literally. You're also not done learning until you're dead.
In this way, the goal of heaven is progressively defined by its opposites: Christian learns to fly toward what he loves (and grows to love it more) through learning what he hates (and continually discussing why).