The Magi have arrived in Jerusalem. How many are there? The Bible doesn't tell us. It mentions that they brought three gifts - gold, frankincense, and myrrh - so legend has it that there were three. But it's likely that there was a caravan of many more than three. Travel was dangerous and - then as now - there was safety in numbers. So picture a large caravan of these leader/priests from the East with an entourage of servants and armed guards. There may have been a hundred people or more in this caravan - too large a caravan to arrive unnoticed.
Did the Magi arrive on the night of Jesus' birth? No, they didn't - in spite of the fact that our lovely nativity scenes have the Wise Men at the manger with the shepherds. Matthew 2:11 says "On coming to the house, they saw the child with his mother Mary, and they bowed down and worshiped him." By this time Mary, Joseph, and Jesus were living in a house - they weren't still in the stable. Jesus was probably one or two years old by the time the Magi arrived. These Magi, probably descendands of the ten tribes of Israel, had found the King of the Jews, their long separated kin. Did they know that Jesus was God incarnate? I don't know. Maybe they did or maybe they thought Jesus was simply destined to grow up to be an earthly king - a righteous political ruler.
Where exactly were the Magi from? The Bible simply says they came from the East. The Roman Empire was the superpower west of the Euphrates River, but the Parthian Empire was the rival superpower east of the Euphrates. Some have speculated that the Magi came from Babylonia, and that may be true. But at that time Babylonia was within the Parthian Empire. I think it's certainly plausible that the Magi were Parthians.
Why was all Jerusalem troubled (Matt 2:3) when this caravan arrived? Caravans were commonplace in those days. But think about the fact that Jerusalem is geographically located in an area that Rome and Parthia had fought over. Although Jerusalem was under Roman rule at the time of Christ's birth, just four decades earlier it had been under Parthian rule for three years - until Rome drove the Parthians back across the Euphrates. Since then an uneasy peace had existed between Rome and Parthia. Of course, all Jerusalem was troubled at the sight of a large caravan of high-ranking Parthians! Herod and all Jerusalem probably wondered if war was about to break out again between Rome and Parthia. And even if some of the Jews might have preferred Parthian rule to Roman rule, they would have been troubled at the prospect of war.
Why did Herod have to ask the Magi when the star appeared? Why hadn't he noticed the star himself? Why couldn't he find Jesus by following the star to Bethlehem instead of depending on the Magi to come back and tell him where Jesus was? Of all the explanations I've read and heard about the star, Rick Larson's explanation at http://www.bethlehemstar.net/ is by far the most plausible. Be prepared to devote some time exploring his website. In a nutshell, the star wasn't a huge blazing thing in the sky that everybody would notice. According to Rick Larson's theory, which he demonstrates with meticulous detail, it was an alignment of certain heavenly bodies (stars/planets) and constellations. Only those trained in astronomy would have noticed it - and apparently the Magi had such training.
I think we've answered all the questions I originally raised about the Wise Men. Can these answers be proven? No, but I think they're plausible. I think they make sense. And I think they demonstrate that although the Bible is often short on details, it is absolutely reliable.