A pilgrim was a traveler on a pilgrimage, a journey to a holy place.
In September of 2151, Enterprise NX-01 encountered Fraddock's transport ship which had a group of pilgrims led by Prah Mantoos aboard. The pilgrims were on their way to see the Great Plume of Agosoria, a phenomenon their religion associated with the beginning of the universe. (ENT: "Cold Front")
The Triannons were a group of religious pilgrims led by Pri'Nam D'Jamat that venerated the spheres and their Makers. They believed that the Delphic Expanse was the "Chosen Realm" of the Makers, and that the anomalies ("the Makers' Breath") were reshaping it into a paradise. (ENT: "Chosen Realm")