In the beginnings of the church, the Magi were nameless. Humble worshippers from the east with celestial knowledge to see what most could not. It is also interesting to note the Matthew does not number the Magi. He refers to them as "wise men from the east" (Matthew 2). In different accounts there can be anywhere from two to twelve Magi!
The word "Magi" is the Latinized form of the Greek word "magoi" transliterated (which implies the writing of words with characters from another alphabet that represent the same sound or sounds) from Persian. It is the name for a select group of priests. The word "magic" comes from the same root word.
Herodotus, known as the “Father of History” who lived somewhere between 500 and 400 B.C., indicates the Magi were the sacred caste of the Medes. The Magi provided priest for Persia and maintained their power regardless of who was in charge. All was not rosy for the Magi. After the downfall of Assyria and Babylon the Magi's stronghold was Persia. Cyrus, founder of the Persian Empire, conquered them. His son, Cambyses, did his best to thwart and repress the Magi. The Magi were unhappy with this situation and revolted. Gaumata, their chief, became King of Persia. His name was changed to Smerdis. Unfortunately, he was murdered and Darius became the new king. Magophonia is the Persian holiday for the downfall of the Magi. Surprisingly, the religious influence of the Magi still remained. Although only one Magi is listed as having been a king this continued influence supports conclusions that the Magi were still active and affluent when Jesus was born (see note on Zoroaster below).
Magi were excellent at astrology, at that time it was regarded as a science. Scientifically it provided for the rise of mathematics and astronomy. It also contained elements in that era of religion as well as commonly known fortune telling. This study of the stars would be the common link between the Magi as a fraternity. Each of them could see and relate their knowledge to the Star of Bethlehem. It should be noted that the bright light, angel Gabriel, and multitude of heavenly host that the shepards witnessed is not necessarily the same event leading the wisemen.
In Matthew 2:9-11 he indicates that something would be marking the very place where Jesus was. The Magi could have witnessed "Shekinah Glory Cloud". On special occasions God used the Shekinah Glory Cloud. The first mention of this is in Genesis as it describes a twisting blazing, shining object at the entrance to the Garden of Eden. He led the Children of Israel out of Egypt by "Pillar of Cloud by day and a Pillar of fire by night" (Ex.13:21.22 etc.) Job witnessed the Shekinah when God spoke to him from a whirlwind of bright and shining cloud. Abraham and Ezekiel also witnessed the presence of the Lord in burning light. The Magi were aware of this phenomenon because it was described by Balaam and the Magi had a record of Daniel 7 where the Shekinah is described as the 'Cloud of Heaven' and linked to the Messiah.
The Magi had been waiting to see the star for the following reasons---
The Hebrew prophet, Daniel, was highly revered by the Persian court. In Daniel 9, the Magoi had been given the prophecy of the Messiah's life being cut off the midst of his years at age 35. They knew this event would occur 483 Babylonian years of 360 days after the Persian king Artaxerxes issued a decree. With this piece of information they deduced the Messiah would be born 3/2 B.C. (Our calendar)
Also, there was a Mesopotamian prophet called Balaam who foretold the coming of the Star that would signify the rise of the Messiah for the tribes of Israel. In addition, it was foretold that the Jews would receive a King Messiah and his coming would be noted by a sign in the heavens specifically in the constellation Virgo. One of Daniel's pupils, Zoroaster, incorporated these prophecies in his bible called the Zend Avest. Zoroastrianism was the State Religion of Persia at the time of Jesus' birth.
Thus we have the Magi, awaiting a birth announcement in the stars. Finding this event brings them from the east into Jerusalem. Town of a jealous Herod. A man given the title of King of the Jews by Roman rulers. A man who had his own relatives killed to protect his position. These Magi walked into this place asking to see the baby King of the Jews. A Prophetic King that would turn the system inside out. About like walking into the oil cartel secret meeting and asking about the child who discovered how to make chlorophyll produce electricity using items from the supermarket. Many question why Herod did not have the Magi followed to the child. Although it is common today to say that there were three, it is unlikely that there would only be three people in the group. The path may have been the Silk Road, but it was not safe. People of the stature of Magi or Kings would have had sizable protection where ever the star may have lead. He may have sensed wariness on their part and to Herod, a large group of foreigners would be easy to find. Also, he might have been too dumbfounded that it could be true, to set somebody on their trail immediately. So now the “Death of the Innocents” was set into history. A time the writer of the gospel could look back on as truth. Truth that the First Christmas happened, happened in a way like no other birth in history.
How long did it take them? Assuming they did travel by camel, a customary thing when bringing quantities of materials? Assuming they were traveling from Persia, a distance of maybe 1000 miles? A camel can be expected to traverse 500 miles in ten days. With one day of rest the trip could be made in three weeks. Probably four considering other factors, but to truly think of terms back then it would likely be a much longer trip. A trip that would not have been a weekend hop in the car, but a deliberate journey. As the scientists of their day we would expect that they would have consulted each other before taking action. As most likely emissaries of Kings the Magi would have worked out arrangements for the gifts with the rulers of the time. Would a year have passed? It is reasonable for someone unreasonable to declare killing children less than two as a safe execution of his intent.
For the Magi to follow back home on different roads certainly delayed Herod. Their anonyminity suggests none were ever caught.