Believers worldwide have commenced their annual observance of Holy Week beginning with Palm Sunday, which highlights the triumphal entry of Jesus Christ into Jerusalem nearly 2,000 years ago.

Millions of Christians from Roman Catholic and some Protestant churches carried palm leaves in processions Sunday to recall Jesus riding a donkey into Jerusalem in the days before his crucifixion.

On Palm Sunday, in the Roman Catholic Church, as well as the Episcopal Church and most Lutheran churches, palm fronds are blessed outside the church building and a procession enters, singing, re-enacting the entry into Jerusalem.

In some Lutheran churches, children are given palms, and then walk in procession around the inside of the church while the adults remain seated. These palms, which the Roman Catholic Church considers to be sacramentals, are saved in many churches to be burned the following year as the source of ashes used in Ash Wednesday services.

In Jewish tradition, palm branches are used to signify triumph and victory. On that first Palm Sunday, it was the highest honor the cheering crowds in Jerusalem saw fit to welcome who they expected to be a political saviour.

However, while Christians on Sunday celebrated Jesus Christ's triumphant yet humble entry into Jerusalem, they were also reminded that the day Jesus would go to the cross was just days away.

During his homily Sunday, Pope Benedict XVI reminded believers that being a Christian is a pilgrimage - "a walk with Jesus Christ, a move in that direction that he has shown us and shows us".

"Man can choose a convenient way and avoiding any hardships. He can also descend, into the vulgar. He can sink into the morass of lies and dishonesty," he said.

But he said Jesus walks ahead of the believers and "leads us towards what is great, pure".

"Our pilgrimage to follow Christ does not travel towards an earthly city, but the new City of God that is growing in the midst of this world," Pope Benedict proclaimed.

Palm Sunday, which falls on the Sunday before Easter, is the sixth and last Sunday of Lent and the first day of the Holy Week.