The explanation starts with, "America always had its abolitionist movements, but slavery existed in every colony. Massachusetts, in the northern United States, was the first colony to legalize slavery."
The problem here is in the manner of specification. Yes, Massachusetts is one of the states of the United States of America. Yes, it was also a colony, one of thirteen -- of the British Empire ("after the Revolutionary War..." in a following paragraph isn't explicit enough). Neither slavery nor the United States had its beginnings restricted to America, historically or otherwise. The British colonies to first become the United States of America were much more limited with inter-active laws until they freed themselves from the oversea government; even then there was a progression of 'federal' jurisdiction versus the individual state.
As to slavery, itself, some of the more notorious accounts of enslavement in the Americas is with the Spanish colonization; their treatment of Native Americans, such as tethering each arm and leg to a horse and ripping the person asunder, is a gruesome record. A further and very sad fact is that slavery far predates European colonization of the Americas, let alone the United States. Slavery well predates them, as well, but the Romans made slaves through many of their conquests -- Celts, Germans, Greeks and any others; part of my ancestral lineage is Irish and Scottish and, centuries ago, they pressed their own relatives into servitude, let alone those captured in nearby foreign raids.