I found Pilgrim to be a fascinating read. Part history, part psychology, part mystery, Pilgrim leads the reader on a circuitous journey. One needs to be intellectually nimble, to be able to suspend disbelief, and to have either a quick grasp of the wide historical range addressed...or have access to a good encyclopedia.
Pilgrim is a man/woman/spirit/consciousness who has been admitted to a Swiss psychiatric hospital because of his repeated suicide attempts. All attempts, though seeming at first to have succeeded, actually failed, thus "condemning" him, somewhat like Woolf's Orlando, to live forever.
His encounters with famous people throughout history constitute a remarkable chronicle of certain historical periods. His relationship with C.G. Jung, during the years when the latter was developing his theory of the collective unconscious, is particularly intriguing.
I couldn't categorize this book as history, biography, fantasy, psychiatry, psychology, mystery. It defies many of the basic "rules" of any one of these designations and may, therefore, cause some discomfort in a reader who prefers strict logic, easy-to-follow story line, or predictable form. But it's quite a ride for those interested in the exploratory!