Non Muslims don't go on Hajj.
Muslims usually perform Hajj once in their life to get the Blessings of Allah.
The Muslims go for hajj in Zil Hajja. It is the last month of Islamic calendar. Hajj is performed during 8th to 13th of Zil Hajja.
they go Meccah
Muslims perform Hajj in the Holy city Makkah and Madina in Saudi Arabia.
Muslims go to mecca to wash there sins away
All Muslims are meant to do the Hajj at least once in their lives, so it is very important for them.