A pilgrim is someone who travels to a foreign place, sometimes for religious reasons. In the context of U.S. history, the Pilgrims were the founders of Plymouth Colony in 1620. They were English settlers who traveled to America on the Mayflower and established the Plymouth Colony in Plymouth, Massachusetts). The Pilgrims leadership came from the religious congregations of Brownists, or Separatist Puritans, who had fled religious persecution in England for the tolerance of 17th-century Holland in the Netherlands).

The term "Pilgrims" was first used by William Bradford in his 1651 Of Plymouth Plantation, where he used the imagery of Hebrews 11 about Old Testament "strangers and pilgrims" who had the opportunity to return to their old country but instead longed for a better, heavenly country). Governor William Bradford also referred to the Plymouth settlers as pilgrims when he wrote about their departure from Leiden, Holland to come to America.

The Pilgrims were not known as the Pilgrims until the 1800s. About one-third of the Pilgrims who left England for North America were Separatist Puritans, who broke away from the official Church of England and moved to the Netherlands in 1608 to practice their religion freely. They imagined that they could build fuller lives in North America. In December 1620, the Pilgrims chose a place to settle and named it Plymouth, after the starting point of their journey.

The Pilgrims were not the first Europeans to set foot in the area, as English sailor Martin Pring had explored the coasts of New England in 1603 and made contact with the Indigenous peoples of the northeastern region. In the fall of 1621, the Pilgrims held a feast to celebrate a good harvest, which is now known as the first Thanksgiving.