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Religious conversion

In 1897, Rasputin developed a renewed interest in religion and left Pokrovskoye to go on a pilgrimage. His reasons are unclear; according to some sources, he left the village to escape punishment for his role in horse theft. Other sources suggest Rasputin had a vision of the Virgin Mary or of St. Simeon of Verkhoturye, while still others suggest that his pilgrimage was inspired by a young theological student, Melity Zaborovsky. Whatever his reasons, Rasputin cast off his old life: he was 28 years old, married ten years, with an infant son and another child on the way. According to Smith, his decision "could only have been occasioned by some sort of emotional or spiritual crisis".

Rasputin had undertaken earlier, shorter pilgrimages to the Holy Znamensky Monastery at Abalak and to Tobolsk's cathedral, but his visit to the St. Nicholas Monastery at Verkhoturye in 1897 transformed him. There, he met and was "profoundly humbled" by a starets (elder) known as Makary. Rasputin may have spent several months at Verkhoturye, and it was perhaps here that he learned to read and write. However, he later claimed that some of the monks at Verkhotuyre engaged in homosexuality and criticized monastic life as too coercive. He returned to Pokrovskoye a changed man, looking disheveled and behaving differently. He became a vegetarian, swore off alcohol, and prayed and sang much more fervently than he had in the past.

Rasputin spent the years that followed as a strannik (a holy wanderer or pilgrim), leaving Pokrovskoye for months or even years at a time to wander the country and visit a variety of holy sites. It is possible he wandered as far as Mount Athos —the center of Eastern Orthodox monastic life—in 1900.

By the early 1900s, Rasputin had developed a small circle of followers, primarily family members and other local peasants, who prayed with him on Sundays and other holy days when he was in Pokrovskoye. Building a makeshift chapel in Yefim's root cellar—Rasputin was still living within his father's household at the time—the group held secret prayer meetings there. These meetings were the subject of some suspicion and hostility from the village priest and other villagers. It was rumored that female followers were ceremonially washing Rasputin before each meeting, that the group sang strange songs, and even that Rasputin had joined the Khlysty, a religious sect whose ecstatic rituals were rumored to include self- flagellation and sexual orgies. According to Fuhrmann, however, "repeated investigations failed to establish that Rasputin was ever a member of the sect", and rumors that he was a Khlyst appear to have been unfounded.