His parents were poor. When his mother’s water broke, there was no suitable place for her to birth her little child. So a stable of some sort with a hay-filled crib was the first nursery. Not hardly what you would expect for Messiah.
The first hours of his life were rather spectacular. Angels sang to shepherds about the birth. A star in the sky notified the Magi of his whereabouts. Rumors swirled around Bethlehem that someone important had been born. Expensive gifts were brought by the Magi to his humble birth place. But that was the end of the glorious.
Almost as quickly as the birth and reception a warning came that a threatened Herod was on the rampage and this First Family should flee to Egypt to save the child. They cooled their heels in Egypt. There was no special treatment for Jesus and his parents. They were refugees lost in a foreign culture longing to go home.
Our modern commemorations of the Birth tend to be romantic, sentimental, and calm. However, Matthew paints quite a different picture of the Birth: stressful, deprived, threatened, and inconvenient. This was not how most writers would have envisioned the Holy birth.
Which I think gives insight into how God likes to work. You’ll find him where you least expect. You’ll think that all is lost, but it isn’t. When it looks like Herod is about to call an end to everything, God shows up and surprises us all.