Historic pilgrim heading for Madrid in less colourful surroundings (6)
I believe the answer is:
palmer
'historic pilgrim' is the definition.
'palmer' can be an answer for 'pilgrim' (synonyms). I am not certain of the 'historic' bit.
'heading for madrid in less colourful surroundings' is the wordplay.
'heading for' indicates taking the first letters.
'in' means one lot of letters goes inside another.
'less colourful surroundings' becomes 'paler' (I am not sure about this - if you are sure you should believe this answer much more).
The first letter of 'madrid' is 'm'.
'm' put within 'paler' is 'PALMER'.
Can you help me to learn more?
(Other definitions for palmer that I've seen before include "Itinerant monk; fishing fly" , "old monk" , "Bait this" .)