A pilgrim is not a wanderer. Psalm 119:10 says, "Don't let me wander from the path." A pilgrim has a definite goal in mind. He may be passing through. He may not take up residence along the way that he is traveling, but he is traveling to a specific destination. He is on a pilgrimage. Perhaps we are most familiar with the Muslim pilgrimage to Mecca. Muslim pilgrims may travel from one country to another, but they always have their sights on Mecca.
Christians who keep God's holy days make a pilgrimage every fall to the Feast of Tabernacles. They may travel through many states, but they have a singular destination in mind. They follow the route mapped out to get there. They are pilgrims, and there is a route—a way—that they must follow to arrive there.
There is a proper way to play a card game, a basketball game, or a football game. Is it possible to play a coherent game when each player does what he just "feels" is right, if he has his own set of rules, his own way? Is it possible to play a coherent game when some of the rules are left out? Hardly. The game immediately degenerates and will not achieve what the game's designers intended.
There is a way to repair a mechanical device. There is a way to assemble things. We experience this with things we buy that must be assembled. If we do not follow the directions, the dumb thing will not go together!
The point is this: God is not just trying to save us. He is producing a product that is in His image, and there is a way that will produce it.
The commandments—all ten of them—play major roles in His way. If we remove any one of them, the product will be deficient. It will not be assembled in the right way. It will be lacking. Some people think God is stupid for assigning a particular day for worship, but He has reasons for it.
Thus, a way is a method, a manner, a direction, or a route to follow—and that way has rules.