We proposed and experimentally demonstrated a general pilot structure for probabilistic shaped (PS)-polarization division multiplexing (PDM) M-ary quadrature amplitude modulation (MQAM) coherent optical transmission, where a portion of PS-MQAM symbols is exploited as the pilot symbols with the same information entropy as the transmitted signal. The pilot symbols are simultaneously used in the entire digital signal processing (DSP) modules for polarization de-multiplexing, frequency offset estimation, carrier phase recovery, nonlinear equalization, and linear equalization. Compared to the conventional quadrature phase shift keying (QPSK) pilot structure, the proposed MQAM pilot structure can yield the nonlinear properties of the overall signal so that nonlinear equalization can effectively improve the performance of the normalized generalized mutual information. The remarkable performance has been achieved at the shaping parameters of 3.25 and 4.35 for 1024QAM and 4096QAM signals based on the proposed pilot scheme, which corresponds to the raw spectral efficiency of 16.190 and 20.381 bit/s/Hz, respectively. The pilot ratio is optimized to 5% for higher achievable information rates (AIRs).