Hebrews 11:13 (ESV)

13 These all died in faith, not having received the things promised, but having seen them and greeted them from afar, and having acknowledged that they were strangers and exiles on the earth.

Every believer is a pilgrim. What Abraham experienced when he came to Canaan, is typical for all believers: this world is not our home. David also—although living in a palace—confessed to be a pilgrim. And all the believers of the Old Testament (Hebrews 11:13 and Hebrews 11:39–40 mention them) did not yet receive the fulfillment of the promise because God also wanted to take us as New Testament believers in. That is astonishing. Jesus also promised us that our home is with him and the Father (John 14:1–3). He is preparing a place for us.