A pilgrimage is a trip to a shrine or holy place
There are many reasons for making a pilgrimage: to dedicate more time to God and grow closer to Him, to discern his Will and ask for light in a particular moment in our lives, to strengthen our faith, to be inspired by the lives of the saints that we might find in the places of pilgrimage. We make a pilgrimage as a profession of our faith and with the intention of expiating our sins, ask for graces, and give thanks for everything that the Lord has already granted us.
A pilgrimage gives us an opportunity to go back to the essential and reminds us of our ultimate pilgrimage towards God: it stimulates the practice of Christian virtues and disposes us to be truly thankful to God.
The way of making a pilgrimage and the places of pilgrimage have varied over the centuries, but the essential characteristics of a pilgrimage remain unchanged. Pilgrims usually begin by gathering together to listen to the Word of God and to receive instruction on the meaning behind a pilgrimage. After receiving a special blessing, the pilgrimage begins.
As a pilgrim, the first thing you must do when you reach your destination is give thanks to God and to Our Lady (or the saint that the place you’re visiting is dedicated to) for being able to be there. It is a good idea to do everything possible to get to know the place, its story, and the particular message given there before the actual pilgrimage, so as to be able to make the most out of it. A pilgrimage is also a time for conversion, and, for that reason, it's good to dedicate some time to both silent and vocal prayer, asking the Lord to instruct you about what things you have to change in your life.
The Sacrament of Confession is a great help to us, because through it we receive God's forgiveness and the grace to serve Him and be faithful to Him. We shouldn't forget that even though we may not "feel" anything during the pilgrimage, nevertheless, the Lord is working in our hearts, and if we've been open to Him with a sincere heart, it will never be time lost. Not "feeling" or not "hearing" God doesn't change the fact that He is present, that He speaks to us and, above all, that He loves us.