| Spoiler warning!|
"You're joking right? The Black Legion wants to come back and destroy Ulvania? They Can't! That's where I keep all my stuff!"
The Pilgrimage is one of the middle quests in Act I of Realm of Magyk. It is the recruitment mission for Pilgrim. The quest is either the 5th or 6th main plot quest which can be completed after the Prologue (the other in its "batch" being Raising the Rabble)
Start by going to the cave entrance which is near where the Wesheim river meets the lake, very close to Zoratin. Enter the caves and you will find yourself in a huge underground ruin, seemingly undisturbed for millenia. As you go deeper through the ancient ruins, you will encounter the dead body of a prodi warrior.
Continue through the ruins and you will encounter some prodi. Kill them and continue. You will encounter 2 more groups of prodi before you reach what looks like the entrance to a building. Enter the building and you will encounter Pilgrim interogating a terrified prodi, who clearly knows nothing. You can either let Pilgrim kill the prodi or you can intervene. Either way, he will ask who you are and and a conversation will begin. After explaining your identity and your cause, he will say that he cannot complete his task here and his trail has gone cold, so he will join you until he can resume his search. When you ask him what he is searching for, he will tell you that he is looking for his mentor, nothing more.
As you leave, you will encounter more prodi. After killing them, you leave the ruins.
Congratulations, quest complete!