Taking place 100 years before the main show, "The Pilgrimage" follows 4 adventurers from very different backgrounds as they help one of their own complete the pilgrimage he needs in order ascend to the next rank in his abbey. But along the way, they face more than they bargained for including bandits, large wild beasts such as manticores, ogres, and a deadly cult. Will they reach their destination or will they be killed along the way?

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The decisions that happen in this game will have an impact on the world our friends in "The Tenno Way" exist in.