As a kid growing up in Protestant America I knew what a "pilgrim" was. It was, as we were instructed, one of the 102 separatists from the Church of England who landed from the Mayflower in 1620.
Then, as that little lion pup got older, he learned what a true "peregrinus" was. The pilgrim is not just a wanderer of the besieged modern world who is on a weary journey here and there and only in Europe.
Welcome to the quest. To search the trail of the pilgrim the world over is of no medieval romance, but a real spiritual experience in journeying as a devotee from one shrine to another.
Bring your kids on a pilgrimage to your local cathedral to see the throne of the bishop, take them to the altar of your parish church to pray before the relics of the entombed saints there, visit the local monastery, visit the Shrine of the North American Martyrs, etc.