"They went on their way, and the star they had seen in the east went ahead of them until it stopped over the place where the child was. When they saw the star, they were overjoyed." - Mt 2:9-10
The magi from the East must have begun their journey months before Christ was born. The faith, the cost, and the hope that the journey required most certainly provided plenty of room to turn back each day.
But they exerted their faith. They counted the cost. And they fueled it all with their hope.
Presumably, through some combination of the diligent study of nature, aggressive research of history, and whatever other means God communicated to them, they took hold of a hint that God was going to be born as a man somewhere in the West.
Try to imagine the feeling that came running into their hearts as the light they had followed stopped, finally, at its source and at the magi's destination.
They, of course, were overjoyed. Their long journey in search for God was met with actually finding Him.
May it be so for each of us.