There was prophecy in the Old Testament in Numbers 24:17 by Balaam that, "...a star shall come out of Jacob and a scepter shall rise out of Israel." The star that appeared, and then went ahead of the wise men, suggests that it was no normal star, but rather something supernatural that got their attention. The wise men most likely remembered the Old Testament prophecy when seeing this star and knew the importance of following it.
When we see a "manger scene" we see three wise men with their camels, bowing to Jesus- still swaddled in a manger. However, reality is that Jesus was around two years old when the wise men came, Joseph and Mary were living in a house, and there may have been more than three wise men.