The Pilgrim's Path is a road in Ferelden which connects Denerim with the City of Amaranthine. The importance of this road is vital as it connects the Arling of Amaranthine with the rest of country and keeps the Arling supplied.
However, as it's name already suggests, this path also attracts many pilgrims who want to visit two of the most important locations according to the Chantry religion. Denerim, the birthplace of Andraste and the City of Amaranthine, where the Chant of Light was first revealed.
In the aftermath of the Fifth Blight, the darkspawn horde scattered north of Denerim. Subsequently, the Pilgrim's Path became a dangerous place because of the darkspawn threat, but also because of bandits who took advantage of the chaos.As a solution to this problem, in the Defending the Land quest, the Warden-Commander can decide to assign soldiers to patrol the Pilgrim's Path.