People go on pilgrimages to Jerusalem because it is an extremely important location for Christians, Jews and Muslims. Jerusalem is the location of the ancient Jewish Temple and the setting of many important biblical events. It is also one of the three most important sacred sites in the Sunni Islamic tradition. The others are Mecca and Medina.
For ten thousand years, Jerusalem has been the central and most sacred site in Judaism. About.com guide Lisa Katz explains that the locus of Jewish activity in modern Jerusalem is the Western Wall, otherwise known as the Wailing Wall. The Wall is all that remains of the destroyed Jewish Temple. Orthodox Jews who visit the Wall frequently slip scraps of paper inscribed with prayers into the cracks and crevices between the stones.
Christians undertake pilgrimages to Jerusalem because most events in the life of Jesus Christ happened in and around the city. The most popular places in Jerusalem for modern Christian pilgrims include the Garden of Gethsemane, Golgotha, the upper room where the resurrected Christ appeared to His disciples and the Church of the Holy Sepulchre, constructed on the site of Christ's tomb.
Jerusalem also has important religious significance to Muslim pilgrims. Religion Facts reveals that the city has many locations sacred to Muslims, and the first among them is the Dome of the Rock. Located on the Temple Mount, the Dome marks the location where the Prophet Mohammad ascended into heaven and was personally instructed by Allah.