At the time, just before the birth of Jesus, there were people called Magi, living in the eastern culture of Persia.  Long before this time in their history, the Magi had attempted to overthrow the Persian government, who had conquered them.  When this attempt failed, they set aside all desire for power and became a tribe of priests.

As time went on, the Magi grew in prominence and occupied the place next to the king.  They were his advisors and, sometimes, they even served as his judges. No religious sacrifice in Persia could be offered without the presence of the Magi.

As Persian priests, the Magi were learned teachers, and informed intellectuals, of philosophy, medicine, and astronomy, with minds open to mystic truths.

The Jews had known the Magi since the days of their captivity in Babylon, and had always spoken of them with respect.  Most likely, while in Persia, the Jews in exile told the Magi about the coming Messiah. These Jews had brought with them the Book of Isaiah; so, the Magi could very well have read the prophecy of the future King.