Turner takes a pride in his back catalogue, and this song is explained in considerable depth in his on-line discography:
'"The Pilgrim" had also been tried out on live audiences. Aside from a brief vocal chant from Martin and Andy, it was basically a highly intricate instrumental piece, evolving from a peaceful opening section before changing pace and bursting into an up-tempo 7/4 section based around a Martin Turner bass riff and displaying the guitar skills of Ted Turner and Andy Powell.'
He added: 'I was really into "The Pilgrim" from the standpoint of a musical version of Lord of the Rings
...but that was probably just because I was reading the book at the same time that we were putting the tune together. That's what it meant for me, but I don't think it meant that for anyone else in the band.'