Pilgrimage has a structure that recurs across unrelated traditions with almost suspicious regularity, and it is worth setting out before the differences.
There is a departure that is marked. Muslim pilgrims enter the state of ihram at fixed boundary points outside Mecca, wash, and put on two unsewn white cloths, after which ordinary acts, cutting hair or nails, sex, hunting, quarrelling, are forbidden. Hindu pilgrims take a vow before setting out. Medieval Christian pilgrims received a blessing and a badge, and frequently made a will first, which tells you what the journey was understood to risk.
There is a journey whose difficulty is the point rather than an obstacle to it. Walking is preferred wherever it is possible. Tibetan pilgrims perform full-body prostrations along the entire route, measuring hundreds of miles in body-lengths. The Shikoku circuit in Japan runs to eighty-eight temples over roughly twelve hundred kilometres.
There is an arrival with prescribed acts, and two of them are strikingly widespread. Circumambulation: around the Kaaba, around a Buddhist stupa, around the inner shrine of a Hindu temple, around Mount Kailash, which is circled by Hindus, Buddhists, Jains and Bon practitioners, in opposite directions. And bathing: in the Ganges, in the pool at Amritsar, at Lourdes.
And there is a return, in which the pilgrim carries back a title or a token. A Muslim who has completed the hajj may be addressed as hajji for life; Santiago pilgrims carry a scallop shell; medieval Christians brought back small flasks of oil or water.
The anthropological reading of this as a rite of passage, separation, a liminal middle, reincorporation, fits well enough to be useful and has been criticised for flattening real differences between the cases. Both of those things are true at once.