Well, the Train was late about an hour or so
Through the heart of the Delta we would roll
I found Nikki and a Dobro and we started to play
And we rocked that club car for half a day

And the call was bigger than all of us
And the highways jammed, and the pilgrims sang, yeah yeah
And the world rushed by in a half moon light and I wondered about heaven. 
Would I know my muse if she came to play or would I have to fight my way in?

So we said goodbye down on Ursuline
And we’d try for midnight outside the Blue Nile
Well the pilgrims and the rhythm over took my senses,
I tried to hold on, but lost all my defenses

The air in this town is sweet and wet
On the street we danced, and the pilgrims sang, yeah yeah
By the music and the mud, the mesquite and the Bud I was seduced and befriended 
Like a congregation we came to pray, cause we believed like children.
Yeah, yeah 

I’m on a Pilgrimage, yeah yeah, I’m on a Pilgrimage, yeah yeah

I was runnin away from something, I didn’t want to understand.
I was thinkin a little redemption, just might get me through this wasteland. 
There was no where left to turn and I knew that I was fallin',
But my dirty feet found that second line beat, and I could here the stars a callin'

By the very last day my mind was blown.
I was tired, I was wet, and I was ready for home
But there was Big Daddy Bo and his Wild Magnolias
He said stick around Sonny, and I'll show you how its done.

He brought everything he had and I heard him shout...holler up to God. yeah, yeah
Like a puddle in the storm of pilgrims, who knew the story well.
I was shoutin right along with the band that day when my heart began to swell.
He said lord we are hurtin' so bad, can you not hear us as we are cryin'?

That’s when I knew if I kept singin, I just might find my way in.

Hey, 'cause I’m on a Pilgrimage, yeah yeah,
Yes, I’m on a Pilgrimage