What the text says. The requirement is stated three times in the Law, most fully in Deuteronomy: "Three times in a year shall all thy males appear before Jehovah thy God in the place which he shall choose: in the feast of unleavened bread, and in the feast of weeks, and in the feast of tabernacles; and they shall not appear before Jehovah empty" (Deuteronomy 16:16, ASV); compare Exodus 23:14 and Exodus 34:23. Three feasts, therefore, were pilgrimage feasts, and the other appointed times were not.
What that meant on the ground. It meant three periods each year in which the roads to Jerusalem carried people rather than only goods, and it meant travelling in groups. Luke's account of the boy left behind depends on it entirely: "supposing him to be in the company, they went a day's journey; and they sought for him among their kinsfolk and acquaintance" (Luke 2:44, ASV). The word rendered "company" is the travelling party, an extended group of relatives and neighbours from one town, moving together, and a child was assumed to be somewhere in it. The distance is given as a day's journey, an ordinary unit of travel on foot. ⚠️ The text does not say the pilgrimage was universally kept; the law states an obligation, and how completely Jews at a distance fulfilled it varied with money and distance. Josephus and the Gospels agree that in practice large numbers did travel, which is the observable fact; the further claim that everyone did is not made here.
The songs that go with the road. Psalms 120-134 carry the heading "A Song of Ascents", and are traditionally associated with pilgrims going up to Jerusalem, "I was glad when they said unto me, Let us go unto the house of Jehovah" (Psalm 122:1, ASV). ⚠️ That association is traditional and widely held rather than stated in the text: the psalms carry the heading, and what "ascents" originally meant has been explained in more than one way, including the fifteen steps of the Temple court named in Sukkah 5:4. The heading is a fact; the pilgrimage reading of it is an interpretation.
Sources: Deuteronomy 16:16; Exodus 23:14; Exodus 34:23; Luke 2:41-44; Psalm 122:1; Psalms 120-134 headings; Mishnah Sukkah 5:4; ISBE 1915, "Feasts and Fasts".
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