As an emerging electronic medium, Naked-eye 3D screens is widely seen in the central business districts of major cities at home and abroad, occupying an increasingly important position in urban public space and gradually becoming a new landmark in the urban landscape. Businesses and administrations expect to immerse the audience in this electronic medium and form further interactions. However, current trends tend to emphasize the size and spatial coordinates of the Naked-eye 3D screens, neglecting the key interactivity factors. Therefore, this study provides experience and value for the current urban digital media construction, corrects the current construction misunderstandings, and assists the management and merchants more effectively in utilizing the modified electronic media to generate spatial perception and psychological interactivity. At the same time, the empirical study verifies the Media Pilgrimage theory’s effectiveness in enhancing digital media’s interactivity, which provides a reference value for future related research. Taking the Naked-eye 3D screens as the research object, this study first explores its attribute of Media Pilgrimage and clarifies the principle of the mechanism of Media Pilgrimage generation. Secondly, starting from the theory of Media Pilgrimage and combining it with the theory of interaction ritual chain, it explores how to enhance the interactivity of Naked-eye 3D screens. This paper argues that the Naked-eye 3D screen produces media pilgrimage while enhancing interactivity. As a result, two experiments are conducted. Two scales were developed based on the APEC user experience model combined with the SAM effective measure. The first experiment is to investigate whether Naked-eye 3D screens produces Media Pilgrimage and the related influencing factors, and the second experiment is based on the results of the first experiment to validate further the influencing factors that promote interactivity and systematize the concept of “interactivity” by decomposing interactivity into three dimensions: emotion, cognition, and application according to the APEC model. The results were verified by multiple linear regression, binary logistic regression, and other regression analysis methods with the help of SPSS26.0. The results show that 1) the Naked-eye 3D screens can generate Media Pilgrimage; 2) its display content, field coordinates, and psychological interactivity are the key facilitators; 3) the display content of the Naked-eye 3D screens has a significant positive effect on the facilitation of interactivity from the three perspectives of application, emotion, and cognition, and the field coordinates mainly promote interactivity from the perspective of emotion. The Naked-eye 3D screens can influence the audience through the Media Pilgrimage and other aspects, and the audience produces psychological Interaction; the “emotional” level is the Naked-eye 3D screens, and the audience interaction is the most significant part of the design of the display content maximizes the impact of the audience’s action feedback. Among them, “display content” and “field coordinates” have the most significant influence, so in practical application, Naked-eye 3D screens should not focus on the expansion of the display scale. Naked-eye 3D screens should be placed in a crowded and easy-to-observe location while optimizing the digital display content, improving the design strategy, and creating creative and attractive content to improve the user interaction experience.