A large portion of immigrants was indentured servants, or people who served the people that they had a debt with to pay it off. They came over with the hope that they could start over. People in America were in need of servants for their farms and stuff and so they would pay passage for someone to come from Europe if they served them several years.
Religion was a big reason why people immigrated. In America, they could practice whatever religion they wanted and not be persecuted for it. Some religious groups immigrated and made their own colonies. The rulers of England made crazy religious rules and things and so people left to get away from all the nonsense.
Africans were brought into America as slaves. There were so many Africans brought over that the use of Native Americans as slaves was less common. Poor Europeans were brought to America to work as indentured servants as well.
Those are reasons why the Europeans left their homes for a New World.

Jamestown, Virginia

Christopher Columbus
Sources:
http://nationalhumanitiescenter.org/pds/becomingamer/growth/text4/text4read.htm
(several different links on the same website)
http://en.wikipedia.org/wiki/European_colonization_of_the_Americas
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