July 3 (1828).—Corrected proofs in the morning, and wrote a little. I was forced to crop vol. i. as thirty pages too long; there is the less to write behind. We were kept late at the Court, and when I came out I bethought me, like Christian in the Castle of Giant Despair, "Wherefore should I walk along the broiling and stifling streets when I have a little key in my bosom which can open any lock in Princes Street Walks, and be thus on the Castle banks, rocks, and trees in a few minutes?" I made use of my key accordingly, and walked from the Castle Hill down to Wallace's Tower, and thence to the west end of Princes Street, through a scene of grandeur and beauty perhaps unequalled, whether the foreground or distant view is considered—all down hill, too. Foolish never to think of this before. I chatted with the girls a good while after dinner, but wrote a trifle when we had tea.
Scott alludes to John Bunyan's "The Pilgrim's Progress" several times in his journal, and in his published works. He also reviewed Robert Southey's "Life of Bunyan", which review was published in the Quarterly Review (vol 43). Scott evidently believed that Bunyan derived from gypsy stock: "...we surmise the probability that Bunyan's own family, though reclaimed and settled, might have sprung from this caste of vagabonds..."
From Bunyan's "The Pilgrim's Progress":
...So Mr Great-Heart, old Honest, and the four young men, went to go up to Doubting Castle, to look for Giant Despair. When they came at the castle gate, they knocked for entrance with an unusual noise. At that the old giant comes to the gate, and Diffidence his wife follows. Then said he, Who and what is he that is so hardy, as after this manner to molest the Giant Despair? Mr Great-Heart replied, It is I, Great-Heart, one of the King of the celestial country's conductors of pilgrims to their place; and I demand of thee that thou open thy gates for my entrance: prepare thyself also to fight, for I am come to take away thy head, and to demolish Doubting Castle...