The Gesta Normannorum Ducum ("Deeds of the Norman Dukes") by William of Jumièges tells us that Robert put together a fleet to attack England, but the winds were against him, causing much of his fleet to go off course or sink. Robert himself landed in Guernsey. Cnut sent ambassadors to him, offering half the kingdom to Edward and Alfred. Weighing this option—war for all of England versus half of England and peace—Robert decided to postpone his decision until after a pilgrimage.
Robert had been at odds with the Church ever since he first came to power and exiled his uncle, the Archbishop of Rouen, for siding with Robert's brother during Robert's attempted coup. His attitude had changed over the years, however, and he restored the properties he had taken from Fécamp Abbey.
A pilgrimage to Jerusalem was not an easy journey, and for a ruler to do so meant making sure everything at home was secure. Robert had nor formally married, but he had a mistress, Herleva of Falaise, by whom he had a son, William. An anonymous chronicler of Tours claims Robert and Herleva were joined in marriage some time after the birth of their son, but that did not mean that William's sobriquet of "the Bastard" went away. Orderic Vitalis, later contributing to the Gesta mentioned above, wrote that William was born about 1026/7.
Lacking any other heir, Robert named William his successor and left for Jerusalem by way of Constantinople. On his return journey, he fell ill and died at Nicaea on 2 July 1035. William the Bastard was eight years old. William of Malmesbury claimed Robert was poisoned, but that was the usual suspicion any time a young man (especially a ruler) died suddenly. There was no reason to believe anyone on the pilgrimage wanted Robert poisoned.
William the Bastard became Duke William II of Normandy, and about 30 years after succeeding his father in Normandy, he would change England, Western Europe, and the English language. First, however, he had to survive a decade of challenges to his legitimacy. I'll talk about that tomorrow.