What is Mecca? Why is it so important that so many pilgrimage to it every year?

Mecca is a holy city for Muslims because that is where the Ka'ba is. Muslims believe that Abraham (the same Abraham of the Christian and Jewish tradition) built it as a shrine to worship Allah. Therefore, it is believed by Muslims to be the first holy place dedicated to the One True God (the first Monotheistic temple, you could say). It is a holy shrine for God, not a tomb of the Prophet.

The Ka'ba had been around centuries before the birth of Muhammed, but had been used for polytheistic purposes. Muslims believed that Muhammed restored its true purpose, and all adult Muslims who are heatlhy enough and who can afford to do so are required to make a Pilgrammage to Mecca once in their life time because they believe God commanded them to do so through his prophet Muhammed.

Muslims also pray in the direction of Mecca at God's command through the prophet.

More information and a picture of the Ka'ba can be found here.