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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.

The virgin birth of Jesus is affirmed in the Scriptures.  Matthew 1:18-23 fulfilled Isaiah 7:14.  Luke writes, “And, behold, thou shalt conceive in thy womb, and bring forth a son, and shalt call his name JESUS.  He shall be great, and shall be called the Son of the Highest: and the Lord God shall give unto him the throne of his father David: And he shall reign over the house of Jacob for ever; and of his kingdom there shall be no end.  Then said Mary unto the angel, How shall this be, seeing I know not a man? And the angel answered and said unto her, The Holy Ghost shall come upon thee, and the power of the Highest shall overshadow thee: therefore also that holy thing which shall be born of thee shall be called the Son of God” (Luke 1:31-35).  Mary was with child of the Holy Spirit (a miracle).
Mary was Espoused to Joseph
The espousal between Mary and Joseph was a binding covenant/contract.  The contract could only be broken by adultery.  Generally, a year elapsed between initiating the contract and the marriage ceremony.  The couple lived with parents during this time and saw each other under the watchful eye of a chaperone. Jesus was conceived during the time of the betrothal.  The conception was the result of a miracle wrought by God.  No adultery was committed.  If a woman committed adultery, the man was to denounce her before the Jewish council.  The officiating priest would conduct an interrogation.  If the evidence confirmed sin, the woman was to be stoned.  The offended lover would cast the first stone.  Mary knows the law.  Does Mary conceal her pregnancy?  No, she goes to visit Elizabeth.  Elizabeth is married to Zecharaiah, the officiating priest. Mary goes to the fountain head of the law and judgment to announce her pregnancy.  She shows no signs of guilt or shame.
The Law of Illegitimacy (Deuteronomy 23)
An illegitimate child could not become a member of the congregation of Israel.  It took ten generations to purify an illegitimate offspring.  Jesus, if illegitimate, would have violated this law.  But, Jesus never shows any signs of guilt or shame.  The family of Jesus follows the law regarding presenting Him to the LORD (Luke 2:22).  The first male child would be called “holy to the LORD.”  This simply would not have been possible without the greatest violation of the conscience by both Joseph and Mary if Jesus were illegitimate.
Mary’s Song (Luke 1:46-55)
In ten verses, Mary cites 23 separate Old Testament Scriptures (portions therefrom).  She says, “My soul doth magnify the LORD.”  She refers to herself as the “handmaid” of the LORD (Luke 1:38). Does this sound like a woman who had violated the laws of God?
Consider Joseph a Righteous Man
Joseph discovered Mary’s pregnancy and determined to put her away privately.  His actions show that he had no part in her pregnancy.  Joseph continues his relationship with Mary and marries her only after an angel of the LORD spoke with him and informed him as to the means of Mary’s pregnancy.  He is convinced that Mary is pure and does not hesitate to take her as his wife (Matt. 1:18-25).
Mary at the Cross
Jesus was humiliated, mocked, beaten, made to carry His own cross, nailed by His hands and feet to the cross and lifted up between heaven and earth to die.  The sight would have been unbelievably horrifying to anyone standing near by.  Mary was present at the cross.  The chief reason that Jesus was crucified was for blasphemy because “He made Himself the Son of God” (John 10:33 and Matt. 26:65-66).  Mary knew that her son was the Son of God.  If not, she is the most despicable woman in human history. Why?  Mary stood with her mouth shut and allowed her son to be beaten and crucified when she could have saved him by naming His father.  Mary’s silence at the foot of the cross speaks to the truth of Jesus’ identity.  Truly, He was the Son of God!