How did the Magi know that the new star they observed referred to the King of the Jews?
After the Babylonian exile (see II Kings 24-25), many Jews continued to live in the Persian empire. Thus, by the time of Christ’s birth centuries later, the Hebrew religion would have long existed in the “east.” This might explain how the Magi had knowledge of the Messiah, the King of the Jews. It still does not fully explain, however, how the Magi knew to connect the star with the King of the Jews. However, given that it was through a dream that God warned the Magi to return to their homeland another way (Matthew 2:12), it is possible that it was through a dream that God communicated to them about the significance of the star.