Probably the most prevalent thing was that Pennsylvania was a religious sanctuary. Protestants, Quakers, Catholics, etc.... All settled there. Especially Quakers. Quakers are important.
Religion was part of your cultural identity back then. Protestants came from the more Northern parts ofEurope; from places like England, Denmark, Sweden, etc... Catholics came from the more Southern parts of Europe (and Ireland); so Italy, Spain, France, etc... (this is generally speaking).
Anywho, because Pennsylvania was religiously tolerant, then people of all different religions (and backgrounds) settled here.