A word about pilgrims:
“To be a pilgrim means primarily to be in movement, to be uninstalled, to go out from stillness which becomes a comfort that paralyzes and waits – inactive, routine, formalistic – and to advance free of conditions, to read with realism the events of existence.” – Pope Francis
So, maybe a pilgrim is someone always looking at the horizon and moving towards something better than a status-quo, hum-drum life.
And a few words about prophets:
“A time is coming when men will go mad, and when they see someone who is not mad, they will attack him saying, ‘You are mad, you are not like us.'” – Abba Anthony, Desert Father
The pilgrim dreams and moves towards something better, while the prophet stays behind and tells people of the better way.