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The visit of the wise men to Bethlehem to see the Messiah (Jesus) serves to announce to the political and religious leaders in Jerusalem that the Messiah was born.  Their quest helps us in our own as we explore who Jesus is and His work of redemption.
Background
The birth of Jesus (the Messiah) is a significant historical event that fulfills many Old Testament prophecies (there are a total of 333 Messianic prophecies).  The place where the Messiah would be born is given in prophecy by Micah (Micah 5:2).  Micah pinpoints Bethlehem of Judea as the place.  Judah was the tribe from which Shiloh would come (Gen. 49:9-10).  Judah was also the tribe from which king David came.  The Messiah would be a descendant of king David (II Sam. 7:11-13).  Bethlehem was the city of David (Luke 2:4).
At the time of the birth of the Messiah, Herod the Great was king. Herod ruled from B.C. 37 to B. C. 4.  The birth of the Messiah was in B.C. 4.  However, we are not told the month nor the day.
Herod was crafty, of an uncontrollable rage, superstitious, ruthless and bloody.  His character is on full display in the order to kill all of the children of Bethlehem that were two years old or younger (Matt. 2:16).
The wise men from the east were on a quest to locate the Messiah and to worship Him and bring Him gifts.  They were from the east–a reference to the Mesopotamian Valley and indicating a Persian or Babylonian wise man or a priest. These wise men were experts in astrology, philosophy, medicine, and natural science. Some wise men were associated with evil (sorcery or magic) such as Simon the Sorcerer (Acts 8) and Elymus the Sorcerer (Acts 13).  Others were good, like Daniel (Daniel 2:10,17, 48; 4:6-9).
These men (we are not told how many) came to Jerusalem seeking more information about the location of the birth of the Messiah.  They had seen his star.  They were evidently led by divine revelation and guidance, but we are not told all of the details of the information that they were privately given.  God uses angels, dreams, and His word to lead men at this time and it is not surprising that a star is also used.  This star is not a natural occurrence.  It is a supernatural one and it directs the wise men to the location of the Messiah in Bethlehem.
The inquiry of the wise men in Jerusalem was met with ignorance.  The people that they asked did not know where the Messiah was to be born.  When Herod learns of their inquiry, he takes interest and asks the chief priest and scribes where the Messiah was to be born.  They replied by citing the prophecy given in Micah 5:2.  Herod is troubled by the news.  He had secured the throne by ruthless means and he intends to continue to possess it by any means necessary.  He trembles to hear of another king in Judea.  Herod called the wise men to him and asked them what time the star had appeared.  Based upon his actions, related in v. 16, the time period is at most two years.
Herod sends the wise men to Bethlehem to search for the Messiah.  They search for a young child not a babe.  The wise men never attended the baby Jesus at the time of His birth.  The child has grown and Mary and the family now live in a house in Bethlehem.
Herod’s quest is not for the same reason as the wise men pursued.  Herod is an unbeliever who seeks to destroy Christ.  He pretends to have the desire to worship Him.  But, his actions after the rebuff of the wise men clearly shows that he was determined to eliminate all rivals to the throne (Matt. 2:16).
The wise men were guided by the star to the house where Jesus lived with his family and Mary is named as His mother.  The first time the wise men see Jesus, they now know that He is the Messiah.  They worship Him.  They present gifts to Him befitting a king–gold, frankincense and myrrh.  The miraculous intervention by God not only pinpoints the location in Bethlehem, but it also identifies Jesus as the Messiah.
The wise men brought the very best gifts to the Messiah.  What a contrast to those who bring Jesus only their leftovers.  Jesus deserves the best that we can give Him.
These events seem to occur at night.  There is the star.  There is also a dream in which God warns the wise men not to return to Herod.  Consequently, they returned home another way.  At the conclusion of this narrative, they do not appear again on the pages of the New Testament.  Their mission was accomplished.  Matthew gives us the account of their quest of the Messiah and visit to Him in order to help us find Christ.
Jesus is the Christ!  He is divinely revealed in prophecy.  He was miraculously brought forth of a virgin (Mary).  He was born in Bethlehem of Judea.  He descended from king David and was of royal descent (proven by the genealogical records (Matt. 1 and Luke 3).  He was born to be King of kings– a universal ruler–whose rule would never end (Micah 5:1-4).  He fulfills the divine purpose for which He came and through His death, He became the savior of the world (John 4:42, I John 4:14).  All of this happened in the “fullness of time” (Gal. 4:4) manifesting God’s power to fulfill God’s purposes.