A pilgrimage is a journey or search of moral or spiritual significance. Typically, it is a journey to a shrine or other location of importance to a person's beliefs and faith, although sometimes it can be a metaphorical journey into someone's own beliefs. Many religions attach spiritual importance to particular places: the place of birth or death of founders or saints, or to the place of their "calling" or spiritual awakening, or of their connection (visual or verbal) with the divine, to locations where miracles were performed or witnessed, or locations where a deity is said to live or be "housed," or any site that is seen to have special spiritual powers.

'I am a man more sinned against than sinning'<-- Lear believes his punishment is unjust but according to christianity, God doesnt make mistakes and just like Jesus we all have to live a life of suffering to be true christians. Thus Cordelia's passing could be seen as Lears ultimate punishment as through her dying he sees the consequences of his actions.