I wasn't really impressed with the current pilgrim's event that's currently running on WoW but I do admit to having a fair bit of fun doing the pilgrim's peril quests which on the one hand had me standing peacefully amongst allies at stormwind and on the other had me in a fierce bind in auberdine resulting in quite a few corpse runs.
In the end I can really take or leave the holiday but it's a nice way to keep busy till christmas and the title seems easy enough to achieve.
There is however a hidden benefit to the whole festival in that you can quite easily train your cooking from 0 to 350 at nearly no cost and minimal effort.
To do that simply buy the bountiful cookbook from any of the pilgrim's bounty vendors at a festival and learn the first of 5 recipes. You can leave the rest in the book unless you already have the cooking skill required to save some space.
Make said recipe till you can learn the second recipe from the book and move on till you're done with them all.
The items you'll want to cook with are at the festivals in Undercity, Orgrimmar and Thunder Bluff freely (I tend to go in that order too) for sale from any ole vendor (or one of those vendor buckets). You can pick up and do the pilgrim dailies at the same time if you like for some easy xp/gold.
For the last recipe item you'll have to head into your starter zone and kill wild turkeys that only spawn during the event. There's an achievement attached to this as well so expect quite a bit of traffic around the area.
And that's pretty much it. I suppose I could've gone into more detail but I have faith that you get the general idea and will figure out the rest on your own.