There wasn't a heck of a lot other than waiting for the Israelites to do. The Romans weren't nice people. Oh sure, they built good roads, and aqueducts that worked, and didn't tax too unreasonably, and okay, maybe they came up with a judicial system that seemed to work, and so what if they imported culture and such things to the barbaric backwater of Palestine? They were the invaders, and so, they just weren't nice people.
The Israelites grumbled a lot. Remarkably, they even started wishing they were back in Egypt, because maybe the work was harder but at least the climate was nicer. Other than grumbling, they pretty much went on about their business with a minimum of fuss, living healthy and productive lives as dentists, carpenters, and television psychics.
One of the major results of living in a world highly populated by television psychics is a somewhat bizarre pre-occupation with the future. When that pre-occupation with things eschatological was combined with God's promise of a saviour, it seems perfectly logical in an illogical kind of way that one day this rather good-looking woman called Mary told her betrothed that she was pregnant with God's son.
Mary's betrothed, a no-nonsense chap named Joseph, had no choice but to take her claim at face value. So what if the milkman seemed to be delivering yoghurt and goat milk three or four times a day. So what if the plumber had been fixing the same leaky faucet for four weeks. So what if Mary and her television psychic often spent hours holed up in the bedroom divining the future. Joseph was not entirely successful and not very good-looking, and Mary was quite a catch. Therefore, he believed her without any doubt when she said that her womb had been filled with the pulsating warmth of the Holy Spirit.
Allow a brief sidetrip now, if you will. Far away from Mary and Joseph's home in Nazareth, in that most glorious of cities, Rome the Far-Reaching and High-Taxing, Caesar Augustus, Emperor and all-around good guy, decided that what the Empire really needed was a census. He could care less how many people lived in a backwater burg like Nazareth, but having an accurate number of the population would make taxing so much easier. So Caesar decreed that a census should be taken. Word spread out from Rome, and Joseph, being a conscientious chap, told Mary that they had to go to Joseph's ancestral home of Bethlehem so that they could be counted. Joseph was of the House of David, but so far down in the line of succession that the Romans were absolutely not worried about him suddenly pressing his claim to the Jewish throne.
Being a poor carpenter, Joseph could not afford to hire a chariot or even a horse to take him and Mary down to Bethlehem. He bought a donkey, and since Mary was very far along in her pregnancy by this point, she got to ride it. Judaea being the place it was, the trip down was rather dirty and uneventful.
They got to Bethlehem a bit late. The town was positively crammed full of people. First, Joseph and Mary went to the really posh inns, but they were filled with the tax collectors and census-takers. Then, they went to the barely posh inns, which were filled with all sorts of other people, none of them Jews and few of them knowing anything about the momentous events to take place in the next few hours. Finally, Joseph and Mary came to a poverty-stricken inn on the very outskirts of Bethlehem, thinking no one in their right mind would be staying there.
They were right. No one in their right mind was staying there, but the inn was unfortunately filled with Japanese businessmen. Seeing Mary's delicate condition, they of course offered their rooms for the couple's use. However, the din raised by their karaoke would not be good for the baby, so Joseph and Mary declined the offer. The innkeeper offered them the use of the stable, and although not exactly the most fitting place for the birth of the King of Kings, it was a damn sight better than a room filled with the sounds of an off-key rendition of the 23rd Psalm.
So Joseph and Mary settled down in the stable, and just as the cattle started mooing, Mary went into labour. The birth went without a hitch of course, and before Joseph even considered going for a midwife, a doctor, or anyone remotely practical to have around during childbirth, he was the stepfather of a healthy, happy, and rather plain-looking Prince of Peace.
Meanwhile, out of town in the hills, a bunch of smelly shepherds were doing what they did best, keeping watch over their sheep by night. Actually, most of them were sleeping, but a sudden ruckus woke them up.
"What in the name of God is that?"
"Turn off the noise."
"What the flip is that?"
Frustrated, tired, and basically pissed off, the shepherds left their sheep to fend for themselves and went into town to either find the source of the noise or at least have a night-cap or two so they could get back to sleep. The followed the noise through the town and eventually came to the inn where they proceeded to pound the tar out of some drunken Karaokers before stumbling into the stable. There sat Mary, cradling her son in her arms.
Shocked to find such a sight, one of the shepherds mumbled, "Jesus!"
"Yes," Mary replied. "That is his name. He is the Son of God."
Not knowing how to respond to such a claim, the shepherds did as anyone else would have. They nodded disinterestedly and slowly backed away from Mary, realising that at least the sheep were sane. Mary and Joseph were again left alone with baby Jesus, but not for long.
It just so happened that a comet was passing over the Earth right then, and the brightness of its light was taken by some to be a sign of great portent. In an attempt to discover exactly what was going on that was so important in the world, three men set off from far-off Persia. Miraculously, they arrived in Bethlehem in record time, traversing the hundreds of miles between Persia and Judaea in time for a light breakfast in the company of hung-over and bruised Japanese businessmen. After eating, they went around the inn to the stable to pay homage to the new baby.
At the door to the stable, Joseph accosted them. "Who are you?" he asked. "My wife just gave birth and it's not fair to have every bloody passer-by stopping in to annoy her."
"We are the Three Wise Men," the first said. "You may have heard of us."
"Nope. Should I have?"
"We're the favourites in the Persian court."
"Look buddy, I'm a carpenter. What the heck would I know about the Persian court?"
"Fair enough."
"Can we see the kid?" the second Wise Man said.
"I dunno. What's in it for me?"
"We bring him very expensive gifts."
"Oh. In that case, come on in." Joseph led the Three Wise Men in to see Mary.
"Greetings Most Blessed of Women. We come to pay our respects to your child."
"How kind, especially seeing as how Persians don't worship our God so I don't know why you'd care."
"Look lady, we just brought the kid some presents okay? It is Christmas after all."
"Well come in then I guess. I'm all out of cookies but there is milk in abundance."
"But Holy Virgin, we are not worthy to suckle at such a blessed bosom."
"She meant the cows," Joseph said.
"Oh."
"The gifts?"
"Yes." The First Wise Man stepped up. "I bring gold."
"Well, well, well. That is a good gift." Joseph took the gold and beamed at Mary. With the gold, they could travel back to Nazareth in comfort and live quite happily off the rest for several years.
The Second Wise Man stepped up. "I bring frankincense."
Joseph glowered. "Never cared much for that smelly stuff. Oh well, we might be able to sell it for some more gold." He took the second gift and looked expectantly at the Third Wise Man.
"You know, this whole holiday is getting far too commercial," the Third Wise Man said. "Isn't it better just to relish that you are healthy and your wife is healthy and your son healthy?"
"What?" Joseph said.
"What?" Mary said.
"What?" the other two Wise Men said. The First Wise Man walked over to the Third, and they whispered at each other. "Just shut up Balthazar and give them the gift. It's a long trip back to Persia and I'd like to avoid the morning traffic if we could."
"Uhm... I can't."
"Why not?" the First Wise Man said.
"Look Melchior, don't make such a big deal out of it. It was a long ride, and I got hungry."
"You ate it? Are you dumb? You can't eat myrrh."
"Why not?"
"Because it's myrrh! You don't eat myrrh."
"Why the hell not? It's not as if anyone knows what the stuff is anyway."
"Oh bugger," Melchior swore. He turned to Joseph and Mary, whose faces were much less welcoming now. "Uhm, look, my learned friend here apparently ate the gift and..."
The Second Wise Man's eyes bulged out. "He ate it?"
"Yes. He ate it."
"You can't eat myrrh."
"I know that, and you know that, but obviously Balthazar skipped that day at Magi school."
"Ahem!" Joseph glared at the three men. "If you are all quite finished, I think you had just better leave."
"I could tell his fortune," Balthazar said. "I'm really quite good at palm-reading."
"We know his fortune, moron. He's the Son of God."
"Yeah, but it never hurts to be sure, right?"
"Fine!" Joseph hollered. "Just let's get on with it, this scene is dragging on forever, and the bloody Testament is just getting started."
Balthazar bent down over the child and read his palm. "I see him with twelve men, and bad luck comes out of it."
"Of course, that's thirteen. Bad luck would." Melchior agreed.
"Most definitely," Caspar, the Second Wise Man, agreed.
"Get on with it!"
Balthazar continued his fortune telling. "I see a great fascination with perfume, and a pre-occupation with bathing. I foresee cannibalistic tendencies."
"Cannibal? This is the Son of God, man. Are you sure you're qualified?"
"I read only what the palm says."
"Fine. What else?"
"There is a great blur over his final days, but something is going to happen that will make him very cross, and it'll take the whole weekend to get over it."
"Woohoo. Quite the thrilling future for the Most Holy of God's Gifts to mankind. Get out, the lot of you." The Three Wise Men quickly left, and Joseph turned to look at Mary. "Please dear, let's go census ourselves and go home. Never before and never again has it taken so long to get through this bleedin' story. The sooner we get home, the sooner we can skip ahead to the good parts."
And with that, they left the inn, left Bethlehem, and went home to Nazareth, where Joseph returned to carpentry and Mary continued to work on getting that faucet fixed.