In Braveheart, Wallace says he went on a pilgrimage to Rome, not Jerusalem, but both places were very popular pilgrimage sites. It wouldn’t necessarily be easy to get there, but it certainly happened. Pilgrims came to Rome and Jerusalem from as far away as Iceland, Russia, China, Nubia, and Ethiopia. Scotland was actually relatively nearby!
I’m not sure if the movie is supposed to take place at a specific date, although of course the famous bridge-less battle at Stirling Bridge in the movie really happened in 1297. The real Wallace was probably born around 1270, and was killed in 1305.
At that point, Jerusalem was no longer ruled by Christians, The First Crusade captured it in 1099, the crusaders lost it again in 1187, and regained it temporarily from 1229-1244. In Wallace’s lifetime, Jerusalem was ruled by the Mamluks in Egypt. The Mamluks gradually conquered all the crusader territories along the Mediterranean coast, until 1291 when they destroyed the last remaining city, Acre. They expelled all the Latin Christians from the mainland, although there was still a crusader kingdom on Cyprus, and attempts were sometimes made to recover Jerusalem as well, with help from the Armenians or the Mongols or wherever the crusaders could find help. In 1299-1300 the crusaders unsuccessfully raided the Syrian coast. In hindsight we know that they never recovered anything but there were plans for new crusades all throughout the 14th century.
So in Wallace’s time, going on a pilgrimage to Jerusalem would have been pretty dangerous. The Mamluks ensured that there was no Latin military presence but they were suspicious of any Latin Christians visiting the area at all. The Latin church was completely absent from the mainland from 1291 until the 1330s when some Franciscan monks were allowed to return. Even if a pilgrim did dare to make the journey, they wouldn’t have been able to hear any familiar Latin rites.
But aside from that relatively brief period, it was certainly possible for people to visit Jerusalem from all over the world. Even before the crusades, in 1065 there was a big pilgrimage to Jerusalem from Germany. I don’t know of any Scots who went to Jerusalem before the crusades, but some English and French pilgrims did.
It’s possible that some Scots participated in the First Crusade. According to one French crusader, Fulcher of Chartres,
“There were present Franks, Flemings, Frisians, Gauls, Allobroges, Lotharingians, Alemanni, Bavarians, Normans, English, Scots, Aquitanians, Italians, Dacians, Apulians, Iberians, Bretons, Greeks, and Armenians. If any Briton or Teuton wished to question me I could neither reply nor understand.” (Fulcher, pg 88)
Another French chronicler, Guibert of Nogent, although he didn’t go on crusade himself, noted that
“There you would have seen the military formations of Scots, savage in their own country, but elsewhere unwarlike, their knees bare, with their shaggy cloaks, provisions hanging from their shoulders, having slipped out of their boggy borders, offering as aid and testimony to their faith and loyalty, their arms, numerically ridiculous in comparison with ours.” (Guibert, pg 29)
Unfortunately we don’t really know if these crusaders were from what we consider to be modern Scotland, since “Scot” at the time could also refer to someone from Ireland. But either way Fulcher and Guibert are probably referring to Gaelic-speakers from the British Isles, which shows just how far and how fast news of the crusade had spread. Some of the “Scots” may also have been English nobility living in exile since the Norman Conquest in 1066 - Edgar Atheling, for example, showed up in the eastern Mediterranean with a fleet of ships during the First Crusade. Before that, he had been living in Scotland.
There were English crusaders in the Second and Third Crusades in 1148 and 1190 so it’s likely that there were some Scottish (or Irish) crusaders too, but in that case “Scots” might refer to English/Norman aristocrats with land in Scotland or Ireland. There are also records of English pilgrims, making a trip of a similar distance - the pilgrim Saewulf visited Jerusalem around 1102. It could also be difficult to visit Jerusalem not because of any dangers in the Near East, but due to the wars on their own borders between England and Scotland in the 12th and 13th centuries. English knights were afraid to leave their lands behind in case Scotland attacked them, and Scottish nobles were afraid of the opposite. The stereotypically evil English king from Braveheart was Edward I, “the Hammer of the Scots”, who had gone on crusade himself in 1270-71 before he was king. But his war with Scotland prevented him from going on any further pilgrimages, and prevented the Scots from leaving as well. In 1320 the Declaration of Arbroath, which asserted Scotland’s independence from England, noted that both sides wanted to support the recovery of the Holy Land, but because of the war they were unable to do so.
Once things settled down in the Holy Land in the mid-14th century, the Mamluks realized how lucrative it could be for them to allow pilgrims to visit again. It was also a good way to prevent new crusades - if Latins from Europe could travel there safely, they wouldn’t bother attacking. They were right about that! There were never any new crusades to the Holy Land. There were numerous pilgrims from England though, like Henry Bolingbroke (the future King Henry IV) in 1393. The English mystic Margery Kempe also visited Jerusalem in 1414. I don’t know if any Scots made it there, but they certainly considered the possibility - when Robert the Bruce died in 1329, he wanted his heart to be buried in Jerusalem, and James Douglas and some other Scottish knights attempted to take it there. But instead they ended up fighting against the Muslims in Spain, where Douglas was killed.
As for Rome, it was always a popular pilgrimage site, full of churches where saints and martyrs were buried. For Latin Christians it was also prestigious because that’s where the pope lived (well, usually). Some pilgrims were aware of the classical Roman sites as well, such as the Forum and the Colosseum. In 1300 the pope declared a “jubilee” year, based on the ancient Israelite Jubilee in the Bible, when debts were forgiven, slaves were freed, etc. In this case, pilgrims could also receive indulgences to forgive their sins, which was essentially the equivalent of going on crusade without having to go to Jerusalem or do any fighting. I’m not sure if any Scots were among them, but a huge number of pilgrims arrived in Rome that year.
Pilgrims came to Rome from even further away than Scotland - during the Fourth Crusade in 1204, the crusaders encountered the king of Nubia living in Constantinople. He had gone to Jerusalem and was planning on continuing his pilgrimage to Rome and to Compostela in Spain. Apparently he never made it but this shows, at least, that the idea of travelling all the way to Rome from Nubia was conceivable. In the 15th century, there were even some Ethiopian representatives in Italy, at the church Council of Ferrara/Florence.
From Scotland, the journey to Rome or Jerusalem would probably take several months at least. Travelling from Scotland to the English Channel would take sa couple of weeks in ideal circumstances; Harold II marched an army all the way from the north of England to the south in about a week when William of Normandy invaded in 1066, but that was an exceptional case. If you got on a boat right away, crossing the Channel might take another day.
Once on the continent, the best time to travel to Rome was in the summer, when the routes across the Alps were open and clear of snow. On foot, you could probably expect to travel 15-25 miles a day, and up to 30 miles a day on horseback. The journey from northern France to Rome took six to eight weeks in good conditions; Bishop Eudes of Rouen left an account of his visit to Rome in 1253-54, but he crossed the Alps during the winter and his trip took three months.
To get to Jerusalem you’d make your way to one of the port cities instead. Coming from Scotland or England you’d probably go to Marseille, as Richard I did on the Third Crusade. Sailing from Genoa or Venice was also very common. Henry Bolingbroke departed from Venice in 1392 (since he had been fighting a crusade in Prussia, and arrived via Prague and Vienna). It took about 5 or 6 weeks to cross the Mediterranean west-to-east, if you left from Marseille, Genoa, or Venice. Getting back took a bit longer because of the wind patterns, about 7-8 weeks. So, depending on how much time you spent in Jerusalem, a round trip could take up to a year or even longer.
So, very short answer - yes, it was definitely possible for Scottish people to go on pilgrimage to Rome and Jerusalem, although there were several difficulties along the way, both on their own borders and in the Near East. They would be more likely to go to Rome, which was closer, safer, and during Wallace’s lifetime there was a massive pilgrimage there during the Jubilee year in 1300. I don’t think there’s any evidence that the real Wallace went on any pilgrimages, but movie Wallace’s pilgrimage to Rome was definitely plausible.