The word pilgrim comes from Middle English pilegrim, and that was borrowed around the turn of the twelfth century from Old French pelerin or peregrin. This could mean many things, including "pilgrim", "foreigner", and "crusader", and hails from the Latin word peregrinus (the source of the names for the peregrine falcon and Pippin Took), which had more of a "traveler" connotation. -Inus is a suffix simply meaning "of or pertaining to", which leaves the root peregre, meaning "abroad". That, in turn, is composed of per-, which had a definition of "beyond" (from Proto-Indo-European peri, "before"), and ager, "country" or "land" (also Proto-Indo-European, in this case from the reconstruction agro, meaning "field"). So both pilgrims and peregrines go beyond their land. Appropriate.
Adam Aleksic, a rising sophomore studying linguistics and government at Harvard University, has been described as the internet's sixth most famous etymologist. He also has disturbing interests in politics, vexillology, geography, board games, conlanging, and law.