Read Psalm 122.

Where are we headed on our pilgrimage?  We are not going to Jerusalem or any other earthly city.  Rather, the Christian is on a journey to the temple of heaven, as well as on a day-by-day journey into a closer fellowship with the God Who lives in him.

God's people today need to have a longing for heaven.  It ought not be feared or neglected.  Note the following:

w 1 Cor 1:7: we long for the Lord Jesus Christ to be revealed.

w Phil. 3:20-21: we long for our Savior from heaven.

w 2 Tim. 4:8: we love the appearing of Christ.  (Contrast this with v10, having loved this present world.)

w Titus 2:13: we look for the blessed hope.

This longing for the coming of Christ and our going to be with Him is not escapism.  In fact, it enables the pilgrim to function with hope and a positive mental attitude during his earthly days.  So we are encouraged to read and study, from time to time, those parts of Scripture (e.g. Rev. 21-22) that give us a glimpse of that place.

But what of the pilgrimage whereby we grow in the knowledge of our Creator now?  As David was spurred on by a vision of Jerusalem, so we can be encouraged by a vision of what a deeper relationship with God is like.

This is the point of setting your attention on Jesus. When you see Him you see one who was in perfect fellowship with His Father (Hb. 12:2-3; 1 Jn. 1:1-4; 2 Co. 3:17; 4:6,11).  Join Him in the desert of fasting and temptation.  Pray with Him all night.  Agonize with Him in the Garden.  Hear Him from the cross.

Then look at others in the Bible who grew in their knowledge of God.  Go with Abraham to Mt. Moriah to sacrifice his only son.  Observe Jacob wrestling all night with the angel of the Lord.  Sit with Job in the ashes of tremendous suffering.  Join David in confessing horrible sin.  Then, with Isaiah see God high and lifted up.

Also, cultivate this longing in the annals of Church history.  Many fellow-pilgrims have recorded their journeys and can help us.  Read the Confessions of Augustine, a'Kempis' Imitation of Christ, Fox's Book of Martyrs, Pilgrim's Progress, The Journal of John Wesley, The Life of Robert Murray M'Cheyne, Brother Lawrence's Practice of the Presence of God, Hudson Taylor's Spiritual Secret, or the writings of A.W. Tozer or Oswald Chambers.  The joys of these who came to desire nothing on earth but God will give you a wonderful vision of where you're headed.