Most of what we associate with the "Magi" is from early church traditions. Most have assumed there were three of them, since they brought three specific gifts (but the Biblical text doesn’t number them). They are called "Magi" from the Latinized form of the Greek word “magoi”, transliterated from the Persian, for a select sect of priests. (Our word "magic" comes from the same root.)
As the years passed, the traditions became increasingly embellished. By the 3rd century they were viewed as kings. By the 6th century they had names: Bithisarea, Melichior, and Gathaspa. Some even associated them with Shem, Ham and Japheth–the three sons of Noah–and thus with Asia, Africa, and Europe. A 14th century Armenian tradition identifies them as Balthasar, King of Arabia; Melchior, King of Persia; and Gasper, King of India.
(Relics attributed to them emerged in the 4th century and were transferred from Constantinople to Milan in the 5th century, and then to Cologne in 1162 where they remain enshrined.)
These are interesting traditions, but what do we really know about them?
The Priesthood of the Medes
The ancient Magi were a hereditary priesthood of the Medes (known today as the Kurds) credited with profound and extraordinary religious knowledge and appeared around the 7th century BC After some Magi, who had been attached to the Median court, proved to be expert in the interpretation of dreams, Darius the Great established them over the state religion of Persia. (Contrary to popular belief, the Magi were not originally followers of Zoroaster.)
It was in this dual capacity, whereby civil and political counsel was invested with religious authority, that the Magi became the supreme priestly caste of the Persian empire and continued to be prominent during the subsequent Seleucid, Parthian, and Sasanian periods. At the time of the birth of Jesus, the Magi were an ancient priestly caste dwelling within the Parthian empire, a large area to the east of the eastern frontier of the Roman Empire.
These priests practiced astrology, which at the time was a hybrid of astrology and what we now call astronomy. They were adept at interpreting dreams .
At the time just prior to the birth of Christ, the Magi formed the upper house of the Megistanes council, whose duties included the election of the king of the Parthian empire
Relationship with Rome
Parthia battled Rome for control of Jerusalem. Roman conquered it in 63BC then control changed hands frequently. With Parthian collaboration, Jewish sovereignty was restored, and Jerusalem was fortified with a Jewish garrison.
Herod, by this time, had secured from Augustus Caesar the title of "King of the Jews." However, it was not for three years, including a five months’ siege by Roman troops, that Herod was able to occupy his own capital city! Herod had thus gained the throne of a rebellious buffer state which was situated between two mighty contending empires, Parthia and Persia. At any time his own subjects might conspire in bringing the Parthians to their aid. At the time of the birth of Christ, Herod may have been close to his final illness. Augustus was also aged, and Rome, since the retirement of Tiberius, was without an experienced military commander. Pro-Parthian Armenia was fomenting revolt against Rome (which was successfully accomplished within two years.)
The time was ripe for another Parthian invasion of the buffer provinces, except for the fact that Parthia itself was racked by internal dissension. Phraates IV, the unpopular and aging king, had once been deposed and it was not improbable that the Persian Magi were already involved in the political maneuvering requisite to choosing his successor It was conceivable that the Magi might be taking advantage of the king’s lack of popularity to further their own interests with the establishment of a new dynasty, which could have been implemented if a sufficiently strong contender could be found.
In Jerusalem, the sudden appearance of the Magi, probably traveling in force with all imaginable oriental pomp and accompanied by an adequate cavalry escort to insure their safe penetration of Roman territory, certainly alarmed Herod and the populace of Jerusalem.
It would seem as if these Magi were attempting to perpetrate a border incident which could bring swift reprisal from Parthian armies. Their request of Herod regarding the one who "has been born King of the Jews" was a calculated insult to him, a non–Jew who had contrived and bribed his way into that office
After finding the babe and presenting their prophetic gifts, the Magi "being warned in a dream" (a form of communication most acceptable to them) departed to their own country, ignoring Herod’s request. (Within two years Phraataces, the parricide son of Phraates IV, was duly installed by the Magi as the new ruler of Parthia.)
The gifts of gold, frankincense, and myrrh were also prophetic, speaking of our Lord’s offices of king, priest, and savior. Gold speaks of His kingship; frankincense was a spice used in the priestly duties; and myrrh was an embalming ointment anticipating His death.