Huck does not fear going to hell.  He just wants to go somewhere other than where he is.  In addition, Miss Watson told Huck that Tom would go to hell, too.  Huck does not want to be alone.  Huck is fine with going to hell.
 
Huck takes praying very literally.  He prays for a fishing rod and receives one without hooks.  Miss Watson tries to explain that praying is spiritual.  Huckleberry can only understand literal thinking.  He grew up without God and has a hard time imagining God is there.  Huck believes in the things he can see.
 
Widow Douglas is presented in a more favorable light.  She does not question what Huckleberry does.  For example, when Huckleberry comes back with his clothes covered in grease and clay, Widow Douglas washes his clothes without saying a word.  Miss Watson gave Huckleberry a lecture for being out late and soiling his clothes.