Let's look at the text Matthew 2:1-12 “Now after Jesus was born in Bethlehem of Judea in the days of Herod the king, behold, wise men from the east came to Jerusalem,2 saying, “Where is he who has been born king of the Jews? For we saw his star when it rose and have come to worship him.”3 When Herod the king heard this, he was troubled, and all Jerusalem with him;4 and assembling all the chief priests and scribes of the people, he inquired of them where the Christ was to be born.5 They told him, “In Bethlehem of Judea, for so it is written by the prophet:
6“‘And you, O Bethlehem, in the land of Judah,are by no means least among the rulers of Judah; for from you shall come a ruler who will shepherd my people Israel.’”
7 Then Herod summoned the wise men secretly and ascertained from them what time the star had appeared.8 And he sent them to Bethlehem, saying, “Go and search diligently for the child, and when you have found him, bring me word, that I too may come and worship him.”9 After listening to the king, they went on their way. And behold, the star that they had seen when it rose went before them until it came to rest over the place where the child was.10 When they saw the star, they rejoiced exceedingly with great joy.11 And going into the house, they saw the child with Mary his mother, and they fell down and worshiped him. Then, opening their treasures, they offered him gifts, gold and frankincense and myrrh.12 And being warned in a dream not to return to Herod, they departed to their own country by another way.”
These wise men were from the east, many scholars believe they came from Babylon. This would make sense because Daniel in the Babylon exile was placed over the wise men in Babylon. Daniel 2:47-49
“The king answered Daniel, and said, “Truly your God is the God of gods, the Lord of kings, and a revealer of secrets, since you could reveal this secret.”48 Then the king promoted Daniel and gave him many great gifts; and he made him ruler over the whole province of Babylon, and chief administrator over all the wise men of Babylon.49 Also Daniel petitioned the king, and he set Shadrach, Meshach, and Abed-Nego over the affairs of the province of Babylon; but Daniel sat in the gate of the king.
The books of the prophets were in Babylon, Daniel 9:1-2 “In the first year of Darius the son of Ahasuerus, of the lineage of the Medes, who was made king over the realm of the Chaldeans—2 in the first year of his reign I, Daniel, understood by the books the number of the years specified by the word of the Lord through Jeremiah the prophet, that He would accomplish seventy years in the desolations of Jerusalem.”
There was more then one book of the prophets in Babylon, II Chronicles 36:5-10 “Jehoiakim was twenty-five years old when he became king, and he reigned eleven years in Jerusalem. And he did evil in the sight of the Lord his God.6 Nebuchadnezzar king of Babylon came up against him, and bound him in bronze fetters to carry him off to Babylon.7 Nebuchadnezzar also carried off some of the articles from the house of the Lord to Babylon, and put them in his temple at Babylon.8 Now the rest of the acts of Jehoiakim, the abominations which he did, and what was found against him, indeed they are written in the book of the kings of Israel and Judah. Then Jehoiachin his son reigned in his place.
9 Jehoiachin was eight years old when he became king, and he reigned in Jerusalem three months and ten days. And he did evil in the sight of the Lord.10 At the turn of the year King Nebuchadnezzar summoned him and took him to Babylon, with the costly articles from the house of the Lord, and made Zedekiah, Jehoiakim’s brother, king over Judah and Jerusalem.”
Nebuchadnezzar took with him many things from the Temple of the Lord to Babylon and placed them in his temple, once Daniel made ruler over the whole province of Babylon, and chief administrator over all the wise men of Babylon, he had access to all of them and he taught all the wise men about his Lord and how to study His word, because that was his habit to read the writtings of the Lord as we see in Daniel 9:2. Daniel would of taught the wisdom of the Lord to the wise men of Babylon. As they studies His word they came across Isaiah 60:1-3 “Arise, shine; for your light has come! And the glory of the Lord is risen upon you.2 For behold, the darkness shall cover the earth, and deep darkness the people; but the Lord will arise over you, and His glory will be seen upon you.3 The Gentiles shall come to your light, and kings to the brightness of your rising.”
The magi seen the Glory of the Lord and they followed it to the birth place of Jesus to offer Him gifts of gold, frankincense and myrrh. Gold is a sign of diety and many scholars say that the frankincense and myrrh were the spices used in the burial garmants in their raw form, if they are processed they become expensive oils for anointing the body for burial. They could very well produce the oil that Mary used to anoint our Lord.
These magi were studied in the Word of the Lord, they seen His glory and followed it. It is possible that in those 480 plus year that Daniel was not in Babylon anymore that some of the teachings on the coming Messiah could of gotten diluted to the point that they did not understand that the Messiah would be born in Bethlehem. What I find very interesting is that Daniel had very powerful influance on these magi, because they were still studying the Scriptures that Nebuchadnezzar had brought back to Babylon. Old Nebuchadnezzar had some influance on the magi, in that he brought back to Babylon the information that schooled them into looking for the birth of the Messiah.
The magi believed the Scriptures and followed them, there is no indication that these magi were wealthy, there is only information that they brought gifts that are worthy of a king. These magi could of been all of the wise men of Babylon that came in this caravan to worship the Messiah, the King of the Jews. These magi were sudents of the Scriptures and once they seen the glory of the Lord in the sky they set out to worship Him.
I am sure that the Lord by the Holy Spirit lead these magi to follow thier hearts to go on this journey to worship the Messiah the Lord.