Historians dont treat the first indigenous settlers as immigrants. So starting around 1600 British and other Europeans settled primarily on the east coast. Later Africans were brought as slaves. During the nation's history, the growing country experienced successive waves of immigration which rose and fell over time, particularly from Europe, with the cost of transoceanic transportation sometimes paid by travelers becoming indentured servants after their arrival in the New World. At other times, immigration rules became more restrictive.
Maryland was created as a haven for English Catholics seeking freedom from persecution against Catholics. (at that time in England, catholics were oppressed and discriminated against) Massachusetts was a haven for the pilgrims (who were very oppressive of anyone who didnt believe and behave as did). Pennsylvania was the only colony created (by a Quaker) on the basis of religious freedom and acceptance for everyone.