This morning I was reading from the 3rd Canto of the Srimad-Bhagavatam about Vidura and the beginning of his journey to the great places of pilgrimage. The following is excerpted from some of my reading.
He began to travel alone, thinking only of Kṛṣṇa, through various holy places like Ayodhyā, Dvārakā and Mathurā. He traveled where the air, hill, orchard, river and lake are all pure and sinless and where the forms of the Unlimited decorate the temples. Thus he performed the pilgrim’s progress. (SB 3.1.18)
…Places of pilgrimages are meant for eradicating the sins of the pilgrims, and they are distributed all over the universe just to give facility to all concerned for attaining pure existence and God realization. One should not be satisfied, however, merely by visiting the places of pilgrimage and performing one’s prescribed duties; he should be eager to meet the great souls who are already there, engaged in the service of the Lord. In each and every place of pilgrimage, the Lord is present in His various transcendental forms.
…The first and foremost duty of a pilgrim is to satisfy the Supreme Lord Hari. While traveling as a pilgrim, one should not be worried about pleasing society. There is no need to depend on social formalities or occupation or dress. One should remain always absorbed in the function of pleasing the Lord. Thus sanctified by thought and action, one is able to realize the Supreme Lord by the process of a pilgrim’s journey.
The Hare Krishna Movement 