I believe that the Magi saw something at a certain time in history that told them; there's going to be a divine King born in Bethlehem, saddle up the camels, we have to go see. Jews would have noticed that, Gentiles would have noticed it, because they were watching. And they believed that the Creator God, the God of Israel, was capable of telegraphing stuff like this. I don't think it's a coincidence that the Dead Sea Scrolls calendar, that the Qumran people used, is the only calendar in the ancient world that creates a time window for the Messiah's arrival that matches Jesus. I don't think that's a coincidence. Check it out!