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Spain was an absolute, divine right monarchy. The king's word was law; in fact, perhaps the most important function of the king was to insure that justice was done, to be the arbiter of disputes. Divine right theory meant that the king ruled because God had given him the right and power to rule. To disobey the king, therefore, was akin to religious heresy.
Spanish-speaking peoples, like many other peoples in those days believed that the State (embodied in the Crown) had the duty to enforce Church laws, to make sure that people became and remained Christian. Governments could and did punish people for violating Church doctrine. There was no separation of Church and State; there was no right to believe anything other than what the Church and State wanted people to believe.
New Spain was not a totalitarian society, however, and could not monitor all that people said. The colony was simply too large. Even though there were many government officials, there weren't enough people to check on everyone. Nor was there the desire nor need to do so. If the elites acted as if they believed, the system was secure, for people followed the lead of their "betters." New Spain (and Mexico for many years) was a collection of groups/communities stratified by class. Lower class people did not speak to upper class people unless doing so in some servile capacity. That was seen as "the natural order of things."
Colonists did question Crown policies but always made it clear that the Crown had the right to tell them what to do. Such questioning might be by an Indian group in a court of law or by a nobleman in a letter of protest to a council of the Crown in Spain. Regardless, such communiques always stated devoted loyalty to the Crown. The Crown, as an institution, held the colony together, using the Church as one means of control.
When Mexicans broke from Spain and declared independence, they were dissolving the "glue" that had held the colony together. This dissolution meant that the centuries-old habit of obeying established authority was gone but nothing was put into its place. Much of the early history of Mexico the nation, involves the struggle to determine who had the right to rule. Since most Mexicans were not participants in the independence movements and those who were disagreed on the issue of who was to have power, such issues often took the form of relatively small groups of powerful men using force to assert their will.