Wesley's early religion was strenuous and unhappy. At Oxford he and his brother Charles led a small group mocked as the Holy Club and as Methodists for the regularity of their devotions, and he went to Georgia in 1735 as a missionary with a rigour that alienated the colonists and a personal entanglement that ended in a court case and his departure. On the voyage out a storm terrified him, and he noticed that a party of Moravians on board sang through it unafraid, which he could not account for.
Back in London, and under the questioning of the Moravian Peter Bohler, he concluded that he had been trying to earn what could only be received. On the evening of 24 May 1738, at a meeting in Aldersgate Street, someone read aloud Luther's preface to the epistle to the Romans, and Wesley recorded that about a quarter before nine, while the reader was describing the change God works in the heart through faith in Christ, he felt his heart strangely warmed, and did trust in Christ alone for salvation.
Field preaching followed the next year and he had to be talked into it. Whitefield, already preaching in the open at Bristol, sent for him, and Wesley wrote that he could scarcely reconcile himself to this strange way, having been so tenacious of every point relating to decency and order that he would have thought the saving of souls almost a sin if it had not been done in a church. He then did it for fifty years.