It was only halfway through this book that I felt like Katherine became a real character. I enjoyed the ride until then, getting by with the historical details and dialogue, but she was a hollow shell. To be fair, a young orphan just out of the convent at that time period wouldn't have been encouraged to think much for herself, but there's a lot to be said for internal thoughts - of which Katherine had little (in this novel, at least). Her pilgrimage was where she really came alive to me - her grief, crazy and unsettled as she was, made her someone I could picture realistically.
There was a lot of political and historical detail that was good as context, but at times I felt it pulled the reader away from the main plot of the relationship that is supposedly central.
As a side note, I had no idea that John and Katherine were apart for so long (longer than they were together, actually) before finally getting married.