The Big Dictionary of Dreams

by Martha Clarke
Symbolizes the search, atonement, purification, and homage. He sets forth on the journey in poverty, with humility, from which he participates in an initiation ritual that leads to enlightenment and saintliness.

It is important to analyze the motive of the pilgrimage and know who accompanies you: if it is another person or an animal. Both cases will inform you about the aspects of your nature that carry you in your inner journey. (See CANE, CROSS, CROSSROADS, and ORIENTATION) 

Ten Thousand Dream Interpretation

by Gustavus Hindman Miller
To dream of pilgrims, denotes that you will go on an extended journey, leaving home and its dearest objects in the mistaken idea that it must be thus for their good.

To dream that you are a pilgrim, portends struggles with poverty and unsympathetic companions.

For a young woman to dream that a pilgrim approaches her, she will fall an easy dupe to deceit.

If he leaves her, she will awaken to her weakness of character and strive to strengthen independent thought.

Strangest Dream Explanations

by Dream Explanations - Anonymous
Dreams of a pilgrim signify that you are embarking upon a courageous, new venture. You are following the voice of God within and are filled with thanksgiving for the cornucopia of blessings that feed your soul when you least expect it.

See Gratitude.