The emperor of the country, Caesar Augustus, ordered everyone to go to their family's hometown to be listed for tax records.
Joseph was from the family of David. So he and Mary had to go to the city of Bethlehem.
Mary rode on a donkey, and Joseph walked along at her side. The trip was very hard, especially for Mary, because she was about to have her baby. When they arrived at Bethlehem it was very crowded, and they could not find any place to sleep. All the rooms at the Inn's were full.

Joseph went from Inn to Inn searching for a place for his tired wife to sleep. But there was no place to be found. Finally a kind Inn Keeper saw that Mary was great with child, and having compassion for the couple he told Joseph that they could stay in the Stable, with his animals. Joseph thanked the Inn Keeper and took Mary and the donkey to the Stable.
That night Mary gave birth to Baby Jesus in the Stable. There was no bed for baby Jesus, so his mother wrapped him in swaddling clothes and laid him in a manger.

Song "Silent Night"