The circumstances surrounding Jesus' birth can be a little hard to fully grasp, even for the most devout of believers. The sheer odd of Jesus being born are astronomical.
A study was done a few years back on the likelihood of just 8 of the Old Testament messianic prophesies coming true. The odds were 1 in 100,000,000,000,000,000 - not exactly something you'd rush right out and bet your paycheck on. Bump the number of prophesies up to 48 and the odds jump up to 1 chance in 10 to the 157th power (a 1 followed by 157 zeros). I'd say it'd be more likely that Ed McMahan would show up on my doorstep with a giant cardboard check. Now if you really want to make your head spin, think how slim the odds are that all of the over 300 Old Testament prophesies about the coming messiah came true in one man. God likes longshots, and thus Jesus was born
All in all, only God incarnate could make those impossible odds possible, but the real question is "why?". Why come as a baby? Why in a stable? Why announce it to shepherd? Why the manger?
Being the all powerful God that He is, He could have easily just stepped out into the world as a full grown man. He could have skipped the diaper phase, side-stepped adolescence, and gone straight to His ministry. Of course, that would have been taking the easy way out. It just goes to show how committed He was to this course of action.
How about the innkeeper? If he only had a clue as to just how special this baby was, maybe he'd have kicked out whoever was in the Deluxe Suite and given it to them. If only the angels had been sent to him instead of the shepherds. After all, because of their work with the animals, they were considered ceremonially unclean and couldn't even set foot in the temple. But maybe that was the point. They were the common man and the religious of the day stood in the way of them getting to God so He came to them. How many times do we still see that today?
So there He lay; away in a manger, no crib for a bed... the Almighty Creator of the Universe napping in an old food trough. I suppose it goes to show you just how low He is willing to stoop to pick us up.