By "innocent people," Baldwin is referring to the majority of white Americans who (in the early 1960s) still do not acknowledge that racism has been, and still is, a massive problem in the United States.
There is a kind of irony in his use of the term, because we generally consider "innocent" to be synonymous with "guiltless." Many white people, then and even still today, have genuinely believed that racial injustice is a myth, or at least that the extent of it has been exaggerated. To be innocent is to be naive or unknowing. But Baldwin says of these people that
This innocent country set you [his nephew, whom Baldwin is addressing] down in a ghetto in which, in fact, it intended that you should perish.
In other words, even the unknowing are part of this huge apparatus of racism that has created the unequal society of America. This is a crucial point since a problem cannot be solved unless it is acknowledged. The explicit and brutal racism, especially in the still-segregated South, of Baldwin's time (during which the Civil Rights movement was still in its infancy) is one thing, but his implication is that this could not exist were it not for the silent, in-denial part of the population who refuse to believe that injustice is real.
In the nearly 60 years since Baldwin wrote "My Dungeon Shook," the legalized segregation and discrimination of the Old South and the US as a whole have fortunately been eliminated. What remains, however, is institutionalized racism, about which many people are still in denial. In our time it appears as if a huge number of "innocent" Americans continue to believe that racism was never a reality in the US or evidently don't care that it was. Many cry "make America great again" without acknowledging that in the past America was a place in which African Americans were forced to live under a system of legal oppression and persecution.
Baldwin uses "innocent" in an ironic sense, referring to white people who are ignorant of the institutional racism that permeates the American experience for people of color and always has. One of Baldwin's most important points that he makes to his nephew is that "these innocent people" are not yet aware of his existence, meaning that they are unaware of the circumstances by which young black people are trapped in a cycle of oppression.
From Baldwin's point of view, white people such as this are completely ignorant of this cruel power dynamic and would like to think that their hands are completely clean of it. When they are challenged in regard to this racism, Baldwin says that he hears "the innocents screaming 'No, this is not true. How bitter you are.'" It stands to reason, to them, that since they are just becoming aware of institutional racism, they bear no blame in creating it. However, much of Baldwin's message is that the very foundation of institutional racism is ignorance, willful or otherwise. Narrow, unworldly, and ignorant thinking on the part of "well-meaning" white people is the very cornerstone of what allows institutional racism to flourish.
When Baldwin uses the words "innocent" or "innocence," he is refer to white people who describe themselves as such. A major theme in this letter is the idea that white people will often refer to themselves as innocent because they believe they have personally done no wrong. However, as Baldwin explains, even though many white Americans have done no personal wrong to black Americans, they have not done anything to help, either. Because of this, Baldwin says, "It is the innocence which constitutes the crime."
The white people of Baldwin's time may not have owned slaves, or lynched black people (although some did), but they were the benefactors of a system that was instituted to oppress black people. Throughout most of the time that Baldwin was writing, Jim Crow laws were still in effect. For much of his life, segregation was still the law of the land, and it is an undeniable fact that whites were benefiting from oppressing black people.
In Baldwin's 1962 letter to his namesake nephew, James Baldwin refers repeatedly to the "innocents" after introducing the concept in these lines:
it is not permissible that the authors of devastation should also be innocent. It is the innocence which constitutes the crime.
By definition, an innocent is a naive, unworldly person. What Baldwin means is that being innocent, or unaware, of the damage that they (white people, in the main) have done to African Americans throughout history and into the present, is unacceptable.
Baldwin uses the word innocent in a biting, satirical way; he means that "most white Americans" do not understand what the systemic racism that has dominated America has meant to African Americans. He tells his nephew that the phenomenon of African American people beginning to move outside their traditional place in society is threatening to whites and "heaven and earth are shaken to their foundations." He urges his nephew to be strong and to weather the pushback from white society in order to "make America what America must become."
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