In those days Caesar Augustus issued a decree that a census should be taken of the entire Roman world.  (This was the first census that took place while Quirinius was governor of Syria.)  And everyone went to their own town to register.

So Joseph also went up from the town of Nazareth in Galilee to Judea, to Bethlehem the town of David, because he belonged to the house and line of David. He went there to register with Mary, who was pledged to be married to him and was expecting a child. (Luke 2:1-5)

The route they took for the approximately 80 mile journey is unknown.  Many Bible scholars believe they probably traveled with others, maybe even a caravan of traders.

What we do know is the start of this journey will lead to an event 33 years later that will change the world.  It certainly changed our lives.