--WHERE TO START--
One sign of the flexibility of this pilgrimage is that there is no particular temple at which you are required to start and end. It has always been accepted that peope would start at the temple nearest to the port at which they land on the island, or the temple closest to their house if they happen to live on the island. Having said that, however, the vast majority of henro coming to Shikoku from aywhere else start at Ryōzenji (Temple 1). When Oliver Statler asked the head priest at Ryōzenji why all of the other temples had legends related to their origin, but Ryōzenji alone did not, the priest said, in short: Who needs a legend when you're number 1? So, feel free to start anywhere you want — no one will think anything of it .
There are two very common traditions, though, that do relate to the temples and that most henro follow.
First, it is considered both customary and correct to finish your pilgrimage at the same temple at which you started. If you started at Ryōzenji, then after leaving Ōkuboji (Temple 88) you should walk back to Ryōzenji to complete the circle. Likewise for any other temple at which you start.
Secondly, most people consider it appropriate to either start or finish their pilgrimage at Mt. Kōya in Wakayama Prefecture. This is where Kōbō Daishi is entombed (in a rather nondescript tomb, i might add) and many people believe you need to go there and pay your respects to him.
Some people believe that you should go there before starting the pilgrimage to ask the Daishi for his blessings and support. Maybe another reason to go before you start is becuase he is going to be walking the entire trail with you anyway, so it is only common courtesy to start at his house. Other people believe that you should go after you finish the pilgrimage in order to thank him for his support and company.
In the end, however, no one can, or will, tell you that either option is incorrect. As with all else related to this pilgrimage you are on your own to decide — as long as you make the trip up the mountain.
Probably 99% of all henro walk the pilgrimage in the clockwise direction. They do so, probably, because the temples are numbered in increasing numbers when walked in this direction. As with everything else, though, this is not required.You can walk the henro trail in either direction. Most people will tell you that it is considered more advantagous if you walk the pilgrimage in a counter-clockwise direction. I don't know that i have ever seen a well documented reason for this, but most people that i have talked to all say it is because the walk in the reverse direction is harder for two reasons.
The first reason is because all of the trail signage has been placed so that it will be seen by henro walking clockwise. That means that it will be much harder to see the signs when walking counter-clockwise and, thus, much easier to get lost. The second reason i have heard is that the hills are steeper and, thus, the trail is harder to walk when you go in the reverse direction. I find this a tad bit hard to believe, personnally. In any case, if you plan to walk it more than once, you should walk at least one time in the reverse direction.