What document did the pilgrims create that started the foundations of direct democracy in the colonies?
the Mayflower Compact
Because, the Pilgrims were pretty much the first settlers who came to what was back then Jamestown. The document the Pilgrims signed was also one of the first signs of Democracy in North America (I'm assuming your talking about the "Mayflower Compact"). It showed that everyone had a say (at least, all of the men did) and needed to live up to commitments.
The Mayflower Compact was the governing document the Pilgrims used to establish the Plymouth Colony which was in Massachusetts. Jamestown was in Virginia and was not settled by the "Pilgrims." It was settled by a group of entrpreneurs known as the Virginia Company to make money, not a group in search of religious freedom like the Pilgrims/Puritans.
Based on some of the disagreements while they were still on the ship that brought them to America, the leaders knew they needed some sort of document that would compel the settlers to work together as a team. The document was called the Mayflower Compact, and was signed before the pilgrims disembarked at the New World.
The Pilgrims and Puritan colonies were similar in many ways. For one, both the Pilgrims and Puritans were staunchly religious. They, however, understood the importance of respecting and blending in with the indigenous tribes. In terms of differences, the Puritans were somewhat rigid in their religious traditions and customs. This differed from the Pilgrims who were more open about certain aspects of the faith.