I Am a Pilgrim is a folk hymn. It was one of many tunes that Merle Travis likely learned from listening to the folk songs of coal miners in west central Kentucky. Travis shared the song with the world, and it has become a standard among thumbpickers playing the Travis style.
I included I Am a Pilgrim as the lead track on Picking the Faith. This live version was recorded during one of Dean’s performances at the Music on the Labyrinth concert series at First Christian Church in Colorado Springs.
Post-script added December 26, 2020: I listen to this now and hear the influence of bluegrass pickers, whom I love, but who will often take songs at a jackrabbit tempo. Now I prefer taking I Am a Pilgrim at a more relaxed pace, letting it have the folk-blues feel that I imagine rang through the coal mines.