The Apostles experienced difficulties and dangers while preaching, and James was no exception. In 40 CE, while in despair of making progress and praying in Caesaraugusta (later Zaragoza), Mary appeared to him surrounded by a myriad angels, offering moral support.
This was not an appearance of Mary from Heaven. She wasn't dead. She was living in Jerusalem at the time. This was an example of bi-location—the ability to appear in two places at once—a trait sometimes attributed to saints. (The Council of Reims in 1148 called for the arrest of a Breton heretic who was said to be able to bi-locate because of his saintliness. He was arrested, tortured, and killed.)
Note the lack of a pillar in this anecdote. Although Christian tombs in Caesaraugusta from the Roman period do show evidence of devotion to Mary, the epithet is not attached to he name until much later:
The first written mention of the Virgin of Zaragoza comes from a bishop in the middle of the twelfth century, and Zaragoza's co-cathedral's name did not originally include a reference to El Pilar, being called Santa Maria Mayor. In 1296, Pope Boniface VIII conferred an indulgence on pilgrims visiting this shrine but still without mention of Our Lady of the Pillar. One of the legal councils of Zaragoza first wrote about Our Lady under this title in 1299, promising safety and privileges to pilgrims who came to visit the shrine. In 1456, Pope Calixtus III issued a bull encouraging pilgrimage to Our Lady of the Pillar and confirming the name and the miraculous origin. So, despite the lack of early extant texts about the miracle story and the name of this devotion, the enduring tradition delivers the story to us today. [link]
What was the significance of the pillar? The pillar was a votive column, the combination of a pillar with a votive image on it. In the Cathedral Basilica of Our Lady of the Pillar in Zaragoza in Aragon you will find the column with a wooden image of Mary on it (see illustration).
Columns to commemorate an event of a person were not uncommon. Consider the Frankish irminsul, or the Native American totem pole, likewise with spiritual significance. A drought in 1848 in Galicia uncovered, at the bottom. of a lake, a 9th-century column that startled historians. Tomorrow I'll tell you about the Zbruch Idol.