Dr. Pilgrim went to Westmoore High School. He went on to OCU on a baseball scholarship, and after graduating, he completed his education at the Oklahoma College of Dentistry. He has been a dentist for over 20 years. He served in the Army Reserves for 13 years, where he was deployed to Iraq, and is currently a Lieutenant Colonel in the Oklahoma Air Guard. He has been married to his wife, Liz, for 20 years, and they have three children together: Ella, Paige, and Asher. In his free time, he enjoys playing golf, mountain biking, and listening to the Foo Fighters.