Legends of its origin and claims to its authorship are many. The 'White Pilgrim' form has been attributed to B. F. White (The Sacred Harp, 1911); the 'Lone Pilgrim' to William Walker (Southern Harmony, 1847; Christian Harmony, 1866)...
The White Pilgrim was Joseph Thomas, a 'New Light Christian' evangelist who dressed in white raiment and traveled through much of the area east of the Mississippi from July 6, 1815, to April 9, 1835, when he died of the smallpox in Johnsonburg, New Jersey. In the fall of 1838, a fellow preacher, Elder John Ellis of Dayton, Ohio, visited the grave of the Pilgrim and composed the poem which the author said was 'sung around the world.' At any rate, the song appeared in various shape-note hymnals and on at least one broadside, gained three stanzas in its various appearances, and has been collected by folklorists from Vermont to California... In some Northern hymn books, including those edited by Elder Ellis, the text is set to 'Lily Dale', but the more popular tune is the one Doc sings, a set of 'The Braes of Balquhidder'....
D. K. Wilgus, Liner notes for "The Doc Watson Family" (Folkways FA 2366, 1963), p. 7
I came to the place where the lone pilgrim lay
And pensively stood by his tomb,
When in a low whisper I heard something say,
"How sweetly I sleep here alone.
The tempest may howl and the loud thunder roar,
And gathering storms may arise,
But calm is my feeling, at rest is my soul.
The tears are all wiped from my eyes.
The cause of my Master compelled me from home,
No kindred or relative nigh.
I met the contagion and sank to the tomb,
My soul flew to mansions on high.
Go tell my companion and children most dear
To weep not for me now I'm gone.
The same hand that led me through scenes most severe
Has kindly assisted me home."