When Thomas was eight years old his father , Sir Thomas Percy , was executed at Tyburn ( 2 June 1537 ) for having taken a leading part in the Pilgrimage of Grace .
Sir also is considered a martyr by many .
When Thomas was eight years old his father , Sir Thomas Percy , was executed at Tyburn ( 2 June 1537 ) for having taken a leading part in the Pilgrimage of Grace , and he also is considered a martyr by many .