The Pilgrims are group of buddhist monks who makes a journey across India as part of Sun Wukong's punishment after losing the First Heavenly War. They managed to arrive to their destination, but failed the last test.
Tang Sanzang/Xuanzang/Samjang is the buddhist priest and teacher of Sun Wukong, who Sun Wukong must protect in their journey across India. It is rumored that eating his flesh can make Monsters stronger, it was proven later when Sun Wukong defeated Tathagata Buddha after eating him alive. He wears a grey and orange robe and a buddhist crown. He and his disciples (except Sun Wukong) wears a robe with hood. 
Not much can be seen about Tang Sanzang's personality, but he admitted himself to be rather foolish. He also seems to be disillusioned by the event around him. He loves his disciples, as he told Wukong to avenge Bajie and Wujing, instead of himself. 
- Main article: Jin Mo-Ri
Sun Wukong/Son Goku/Sun Gokong is the monkey king who lead the Demons in their war against Heavenly Realm. After losing, Tathagata, the supreme God, ordered Sun Wukong to travel with Tang Sanzang. Sun Wukong, and the rest of the disciple, role is to protect Tang Sanzang, because Tang Sanzang's flesh is rumored to make demons stronger or immortal.
The event that caused the pilgrims' death, save Sun Wukong, made him swear revenge against Tathagata, telling him that he will make the moon his grave. He eats Tang Sanzang's flesh at his command, gaining power beyond even Tathagata and killed him. His weapon, Ruyi Jingu, and Tathagata's head was left on the moon. What happened after wasn't known, but Jade Emperor said that he saw Sun Wukong's death with his own eyes.
Zhu Bajie/Zhu Wuneng is Tang Sanzang's second disciple, he is seen in silhouette, holding a rake. He seems to be bald, fat, and use green clothing. Like the rest of the pilgrim (except Sun Wukong) he wears a robe with hood. He died after failing the last test, which prompt Sanzang to ask Sun Wukong to eat his flesh. 
Shā Wùjìng/Sha Heshang is Tang Sanzang's third disciple, seen in silhouette, taller than the second brother. He wield a Monk's spade. He seems to be long haired and use blue clothing. Like the rest of the pilgrim (except Sun Wukong) he wears a robe with hood.He died after failing the last test, which prompt Sanzang to ask Sun Wukong to eat his flesh. 
- In Journey to the West the horse is also a disciple, White Dragon Horse, third son of Dragon King of the West Sea. This dragon shapeshift into a horse because he accidentally eaten Xuanzang's original steed. It is unknown if God of High School follows this.
- Buddha said that Sun Wukong already became Buddha before failing his final test, this might means that Tang Sanzang and his disciples too became buddha before failing the final test.