Most travel begins with where. A pilgrimage can begin earlier, with why. You may be giving thanks, carrying someone who is sick, facing a decision, coming back to the faith, or simply curious about what Catholics believe. Name that first, even roughly, because each of the great shrines answers a different need. The Catechism describes pilgrimages as journeys that recall our road toward heaven and as special occasions for renewal in prayer; the place serves that purpose.
Then ask three practical questions. How many days do you have? A week is enough for one place, or two neighbors such as Rome and Assisi, and the last 100 km (62 miles) of the Camino takes five or six walking days. How much can you walk? Lourdes and Fátima are level and built for pilgrims who cannot go far; Rome and Assisi mean cobblestones and hills; the Camino means walking all day. Who is coming with you? A spouse who is not Catholic, a child, or an older parent changes the answer more than the calendar does.
You do not need to know exactly what you are looking for. A saint you have always been drawn to, or a place your grandmother spoke about, is reason enough, and many pilgrims only understand why they went after they are home. If you are still unsure, talk it through with your parish priest, and before considering the Holy Land read the current U.S. State Department advisory.