One set of letters between Pliny and Trajan concerns the Christians. Pliny confesses that this new religious group is growing in number, and that he doesn't really understand what they believe; he reports that they aren't committing crimes or creating civil disturbances. Yet Pliny and Trajan develop a plan to imprison, torture, and execute Christians, seemingly because they refuse to acknowledge the emperor as divine. Under Pliny's leadership, thousands of Christians were executed.
But Pliny continued to ponder this new religion. What bothered him most, as we see in his letters to Trajan, is that a free Roman man would willingly join an organization which turned the social order upside down. Pliny reports that the leaders of the local Christian group were two female slaves - two women who were at the bottom of the hierarchy for three reasons: they were women, they were slaves, and they were not Roman citizens. Yet these two women were leading a group which included male free Roman citizens. Pliny couldn't understand why these men would acknowledge these women as leaders. It was this feature of the early Christian church which puzzled him; even as he executed them in large numbers, he kept trying to understand them. We don't know if he ever did.