This is a story about Joseph Thomas,he dressed in white and called himself "The White Pilgrim" but others knew him, it is said, as "Crazy Thomas." Hw was a preacher of the old New England "Christian" denomination (not the Campbellites), which founded Antioch College in Ohio. John Ellis wrote the poem in 1838, after a visit to the White Pilgrim's grave, which is in New Jersey.

Check your library for
D.K. Wilgus, "'The White Pilgrim': Song, Legend, and Fact." Southern Folklore Quarterly 14 (1950):177-184.

The familiar tune most familiar can be found in 2 sources that are both arrangements from the oral tradition.

Indian Melodies / by Thomas Commuck, a Narragansett Indian ; harmonized by Thomas Hastings. New-York : for the Methodist Episcopal Church, 1845. It's called "The White Pilgrim" with the footnote: " A tradition of the New York Indians." (Commuck lived in Brotherton (now Deansboro) New York but later relocated to Wisconsin where he lived when his collection was published)

B.F. White's arrangment that's in the Sacred Harp dates to 1850. I'll look at my Southern Harmony & see if I can figure out when it was added there.

Jackson in "Spiritual Folk-Songs" that Les B mentions says it's identical with "Braes o'Balquidder." He also says its related to Stephen Foster's "Linda has departed." jmf, familiar to some from other lists, has noted the similarity to "TO THE SWEET SUNNY SOUTH"