Sometime after Jesus' birth, probably around two years later, wise men came from the east. Tradition says there were three wise men because of the three gifts of gold, frankincense and myrrh but there may have been more or less than the traditional three.
The wise men were not from among the Jewish people, but were outsiders from somewhere in Persia. They most likely learned of the arrival of the Messiah from the scriptures as passed down from such people as Daniel and others who were taken from Israel into captivity. Daniel and some of his fellow captives studied the scriptures diligently, mostly the Torah and other documents, each day learning as much as they could.
Another interesting fact about the wise men is the star they were following seems to have only appeared to them. Herod does not mention the star when the wise men arrive, nor do his advisers who have to search the scriptures to find references to the birth of the Messiah. They send the wise men to Bethlehem, where the mysterious star appears again. Recent articles theorize the star was not a star at all but a miracle of God which led the wise men to the birth place of the Christ.
Once they near Bethlehem, the star leads the wise men to, not a manger but a home where the now, almost two year old Jesus resides. The wise men worship Jesus and give him their gifts before departing for home.
Why did God first choose the shepherds to herald the birth of the Savior and then uses Wise Men from the East, who through their gifts, declared Jesus as a King instead of using fellow kinsmen of Israel? There are probably many reasons, earlier rejections of God's protection, the persecution of the Prophets and more. Whatever the reason God chose unlikely people to mark the birth of the Savior, it is probably the same reasons he chooses unlikely people today to continue His work in a lost world.
God, chooses those who have humble hearts and willing spirits to do His work in this world. Those who recognize their need for true peace only He can give. This is what set apart the shepherds and the Wise men. The shepherds were humble servants who tended the flocks and the Wise Men recognized their need for a true king who would one day bring Joy to the World and Peace to all mankind.