All muslims are required to make a pilgrimage once in their lives to the holy site of

The correct answer is - Mecca.

All Muslims that are able to afford themselves to go to Mecca are required to make a pilgrimage once in their lives at this place, which is one of the five holy places in the Islam.

The pilgrimage in Mecca takes places around a very big, dark rock. The origin of the rock is not known, and it is interesting that that particular rock has been used as a holy site much before the Islam, and considering the high intolerance of the Islam towards the pagan traditions, it is pretty weird that a pagan site has been chosen for this practice.