Elaine A pilgrim can also be one who goes on a journey, crusade, or mission. (a pilgrimage). It doesn't always mean for religious reasons. Remember, Billy starts out on his first military mission as a chaplain's assistant. He doesn't want to fight or kill anyone. He himself has no fear of death and accepts everything that happens to him. He is filled with self doubt, but is on a crusade to write about what happened in Dresden, and to make sure he doesn't glorify the war.
Janet The Children's Crusade is referenced. Vonnegut is tying that to how young the soldiers were (are). Mere babies. The crusades were to Jerusalem for "religious" reasons. Billy Pilgrim's journey was to Dresden for "religious" reasons.
Stephanie Fayard Personally, I think the use of the word "pilgrim" as his name has less to do with a religious journey and more to do with the idea that he is always journeying, whether it be through time or space. It's also a bit ironic since, according to the Tralfamadorian logic of time in the book, he is in all places and points of his life at all times and in that sense, goes nowhere at all.