I was reading the wikipedia page on the Connecticut Panhandle which says it was ceded from New York in part because its residents felt more "Connecticut" than New York.
How? Why? What could possibly make them feel more one way than another? Nicer shoes? How and why did any of these states have distinct identities? Why were they even decentralized into separate states and not just one big British blob?
Different politics?
New York was a Crown colony after booting out the Dutch -- for all intents and purposes it was a personal possession of the Duke of York, and administered by his hand-picked governors. Connecticut was formed under a more liberal charter (which later governors tried to withdraw) permitting a considerable degree of self-government.
I can't speak to your specific example--and this is not my area of expertise--but the various colonies had different identities because many were settled by discrete religious groups. As in any colonial situation, the most secure members of the colonizing society are unlikely to personally go off and risk life, limb, and wealth in the wilds. The boots on the ground tend to belong to ambitious or persecuted people. In English colonial America, these tended to be members of small Puritan (Protestant) sects whose social position was very precarious back home.