#8186083 @oregon
Pilgrimage allows selecting Spirit cards, but one does not gain a copy. Tested with Ghost and Imp.
From a technical point of view that's correct: Pilgrimage allows you to select cards that you have in play. And you can't gain them if they were not from a supply pile.
Given that Pilgrimage is voluntary, there's no reason why you ever need to be able to do that. So one could make non-supply cards non-selectable to prevent rules misunderstandings.