Pilgrimage was almost mandatory in the sadhana of almost all sages. We have examples of some sages who went barefoot all over the land more than once in their lives. Pilgrimage was a way of learning life and culture of this vast land having unity in diversity, of meeting other like-minded people, sharing and at times debating with them on Vedanta. Quoting Swami Vivekananda, (Sages of India, vol 3 CW: Colombo to Almora)
‘This is a peculiarity which we have to understand — that our religion preached an Impersonal Personal God. It preaches any amount of impersonal laws plus any amount of personality, but the very fountain-head of our religion is in the Shrutis, the Vedas, which are perfectly impersonal; the persons all come in the Smritis and Puranas — the great Avataras, Incarnations of God, Prophets, and so forth. And this ought also to be observed that except our religion every other religion in the world depends upon the life or lives of some personal founder or founders.’