You could call them settlers. Puritans was another term they used.
Also immigrants.
They probably didn't call each other pilgrims - I believe the name for them wasn't invented yet. They probably called each other friend, by their name, or by their state in their little groups. Mkaddict12: They were referred to as the Separatists, and the name Pilgrim was invented years later.
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They were also known as Puritans and separatists.
The Pilgrims called their new colony Plymouth.
The name of the boat that the pilgrims rode on is called the Mayflower.
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