Pilgrimage

Obviously about Islamic pilgrimage in the Middle East. I don't know whether Jaz Coleman was a Muslim at any time, so it may be symbolic. He could be making a point that people find strength in religion, and in this case giving the example of a Muslim.

I disagree, "obviously," it is about any pilgrimage, it's a mythical archetype, not simply the hajj. Killing Joke are not so literal, and hardly religious in a traditional sense...

I disagree. He mentions a "prayer mat" which is a central part of Islam.

Where he says "I fell to my knees, I kissed the ground then I started to cry", it's the physical actions of Muslim prayer, called 'Salat'.

Where he says "I was thirsty then I came to a spring I had to have faith", he's talking about Zam Zam water. It's part of a ritual during Hajj to drink water from a blessed fountain. He's not just talking about normal water, because he mentions "I had to have faith".

Where he says "merchants selling saffron and spice", he refers to the street vendors and their specific produce so common in Arab countries.

While this probably reference Islamic faith, Jaz was raised Christian (see the Wikipedia article on him). I think that Jaz is thinking of something beyond both Christianity and Islam, or any religion, for that matter. I think he is writing about a struggle to achieve something beyond concepts of a god that were canonized in the past by mankind and get in the way of the future of mankind.