Comedian Tom Rosenthal, who is not religious, was one of the celebrities taking part in the next series of BBC Two’s Pilgrimage, taking a journey along a route through Wales. Here he talks about going on the adventure with Michaela Strachan, Spencer Matthews, Sonali Shah, Eshaan Akbar, Amanda Lovett, and Christine McGuinness.

Did you have to prepare in advance for the pilgrimage? What did you do?

I bought everything in Millets.

What did you NOT do? In hindsight, was there anything you should have done to prepare yourself?

I bought all the stuff I was supposed to and was loaded up like I was crossing Antarctica, then I turned up and saw that Spencer only had a backpack. The thing I should’ve done to prepare myself was to prepare myself less.

Did you find the experience emotional/eye-opening/enlightening?

I enjoyed Pilgrimage very much. It was an absolute privilege. We were very vulnerable with each other. We had fascinating conversations. I’ve learned a lot about other people and in doing so, a lot about myself in relation to other people. We are all strengthened by each other, and you can learn off every single person. And we had a lot of fun!

If you don’t have any faith, are you atheist/agnostic? Or what would you call yourself?

Areligious.

What helps you explain the world?

I went into this pilgrimage with a very open mind hoping to learn. And I came home with a much broader perspective.  It's been the other people on this pilgrimage who have allowed me to polish my worldview into something that is more understandable both to me and to them.

Has the experience changed or increased your faith?

I understand pilgrimages now and would consider going on one again. I thought it was class.

I still have an infinite amount of questions about what's going on. I wouldn't say that I have found any hard and fast answers but, I’ve certainly now got a keener sense of a methodology within which I would actually find answers.

The idea of going on a pilgrimage before this sounded to me like something that I would never do and never even consider. But in the same way that you go to a yoga Retreat for a week to focus on yoga and yoga alone, there is obvious benefit in taking a trip out that's just for a spiritual purpose; just so you can try and refine what it is that you feel you are, and what it is that you feel you believe in. 

So yeah, I still don't have any answers, but I think the one answer I might have, and the one thing I might take away from this pilgrimage is that it’s the best way I have found so far to spend a lot of time thinking about the big questions that I love to think about anyway.

Has the experience changed/decreased/ reinforced your beliefs or non-beliefs?

It has reinforced them. Pilgrimages are a special time where you prioritise your spirituality – which in my opinion we’ve somewhat lost in our culture. On a pilgrimage you spend a lot of time focusing on what is an incredibly important thing to me, working out your relation with the universe, your relation with the divine, your relation with yourself. Worth trying I’d say.

Were there any particular instances or experiences during the pilgrimage that triggered any kind of change?

It was just a really cool two weeks delving into deep questions that I love to reflect upon and trying to see if there's something of a religious practice that I can bring into my day-to-day life to bring me closer to God, to bring me closer to the spiritual existence that I hope to live.

Since returning home from the pilgrimage, have you felt different or engaged in activities around your faith?

I have a deeper understanding of spirituality and feel more connected to my heart. I am trying to develop my soul. I am trying to refine my consciousness. I'm trying to uplevel my ability to be compassionate, empathetic and open. And yeah, I guess that's what I've learned.  Pilgrimage is seemingly quite an excellent way to do that. And pilgrimage with random people as well.

Did you learn anything new about your own beliefs while you were away?

When Eryl, the vicar from the church at the top of Coffin Path, introduced me to the concept of a thin place, or a thin space, that really stuck with me, and I know that it's going stick with me for the rest of my life. It's a really cool idea that you go to a physical place that's kind of like a bridge between heaven and earth, where the physical and the spiritual kind of get a bit blurry. And I'm going be looking for those places wherever I go.

Has the experience changed you in any way?

No, but I definitely felt as close to God on this pilgrimage as I've ever felt.

You spent two weeks with a group of strangers. Did you learn anything new about yourself through the experience?

I didn't know any of these people and because they bought into it so much and they were so vulnerable and they've shared so much with me - their own perspective, their own intuitions - my pilgrimage was elevated to something so stimulating and so enriching. I also learnt that I’d pilfered a lot of my beliefs from Jainism!

Did it highlight any particular strengths/weaknesses.

It certainly highlighted the weakness in my right knee.

Did anything about this pilgrimage surprise you?

I was surprised at the power of it to unlock my emotions considering it was just a long walk with Amanda from Traitors.  But because I was with Amanda who took this so seriously and had a very sacred place in her heart for all the like Catholic ritual… that gave it more power.  It's like us as a group, as a united energy, were benefiting each other.  So yes, it all did all make a lot more sense to me than when I started with just the idea of ‘a pilgrimage’.

What do you hope Pilgrimage viewers will take away from watching you?

I don’t know which bits they edited out, but I hope the audience remember me as the guy who saw God in the clouds and jumped off a cliff to be carried over to Bardsey Island by a host of angels.

I guess I've tried to be an active listener to other people when they have been vulnerable themselves and that in itself can be a bit of a challenge. 

But I feel like my heart was very open to this group of people and I felt trusted by them, and I felt like they trusted me. I was super glad to wake up every day and go hiking with such a friendly, varied, and knowledgeable bunch. A lot of them have their camera personalities, but I hope it comes across that they also have their real personalities.  And we were showing each other who we really are.

Any other key moments or stories you want to share?

We played Traitors against Amanda a few times which was pretty cool. Kind of like looking at an animal with Michaela or chatting up a posh girl alongside Spencer. (We did not do this Vogue [his wife]. Would not have been Pilgrimage vibes at all)

Would you do it again?

Yes.  I feel like I have got a deeper understanding of religious practice, especially pilgrimage, and I've not only done that on an intellectual level, but on an emotional level.  I felt things, I was very moved and my connection to nature had never felt stronger than on this pilgrimage.

I feel like the stuff that we were doing and the repeated access to the spiritual dimension that we were doing every day, was just like exercise.  If you're constantly coming back to it - trying to connect with your heart, trying to connect with the divine every single day - you just get there quicker. You get stronger and better.

Summarise your experience on this Pilgrimage.

Five religious revelations out of five.

It’s completely informed my world in a way that when I first learned about this stuff, it just didn't mean anything to me or make any sense. For instance, hearing stories of people over hundreds of years coming to a well, to feel healed.

The bishop explained that sometimes it's not necessarily a physical healing, but it's a mindset shift of how you feel about your pain or how you feel about your illness. I very much believe that the mind has the capacity to change the world, and we have the power to recreate our entire reality and this pilgrimage has just informed that further.

• Pilgrimage: The Road Through North Wales starts on BBC Two and iPlayer at 9pm on Friday.