I like this short definition of ’pilgrimage’ taken from The British Pilgrimage Trust website,

Pilgrimage (n.): A journey with purpose on foot to holy/wholesome/special places.

Of pilgrimage, the site goes on to say,

To turn a walk into a pilgrimage, at the beginning set your private ‘intention’ – dedicate your journey to something that you want help with, or for which you want to give thanks.