The ending of The Pilgrim's Progress is a strange mixture of the utterly predictable and the utterly bizarre. We know that this is an allegory for the Christian journey toward eternal life. To Christians, this means that they must accept Christ as their savior and live according to the Gospels (the four biblical accounts of the life of Jesus).
If they do these things, then they are rewarded after they die with eternal life in heaven, or, as Bunyan calls it, the Celestial City. From the first pages, Bunyan has set up the Celestial City as the great goal. Everything the pilgrims do is with getting access to the C.C. in mind.
So, here is heaven, the Celestial City. In many ways, it's just what you would imagine: golden streets, singing, trumpeting angels, gleaming white robes. But there's also a sternness to Bunyan's heaven that might catch you off-guard. Even when they make it across the river, demonstrating the strength of their faith in God, the Pilgrims still have to hand over their "certificates" in order to be admitted through the gates.
The certificates were given to them when they realized Jesus's sacrifice. These all-important pieces of paper symbolize that the pilgrims' conversion was authentic and that they understand why sacrifice is necessary in order to be welcomed into heaven. Just like the importance of staying on the narrow road or beginning from the Wicket Gate, there are no substitutions or shortcuts possible. The Celestial City is full of welcome and mercy for those who have checked off all the requirements. But miss one, and, as Ignorance's situation demonstrates, "there was a way to Hell, even from the Gates of Heaven" (P907).