In 1718 Lay moved to Barbados as a merchant. Soon his abolitionist principles, fueled by his Quaker radicalism, made him unpopular with those fellow residents who profited from slavery and human trafficking. In 1731 Lay emigrated to the Province of Pennsylvania, settling first in Philadelphia (in what is now the Olney neighborhood), and later in Abington. In Abington he was one of the earliest and most zealous opponents of slavery, at a time when Quakers were not yet organized in opposition to slavery.[5] On one occasion Lay carried an animal bladder filled with red pokeberry juice under his coat in order to stage a protest.[6]

Lay stood barely four feet (1.2 metres) tall, referring to himself as "Little Benjamin". He was a hunchback with a protruding chest, and his arms were as long as his legs. Lay became a vegetarian after killing a groundhog that had ravaged his garden.[7] He had nailed its body parts to the corners of his garden. He felt remorse over the incident and after reading the works of Thomas Tryon declared himself a vegetarian and recommended a quiet, rural life based on "harmony and unity" with the world.[7] Lay came to view a divine pantheistic presence of God in all living things; he opposed the death penalty in all instances.[7]