Were the Magi believers?
Catholic tradition holds that they were pagan at the time of their visitation to the Child Jesus. In other words they were probably not Jewish.
Tradition holds that the Magi were three in number, but even this is actually unknown to us for Scripture does not say how many wise men there were.
They seemed to have a faith in God, but Scripture does not clarify what that faith was in any clear fashion. For example, the Sibyls prophesied of the birth of Jesus Christ in various ways, yet were at the same time, of pagan belief and practice.
What belief or religion the Magi practiced is lost to history, but it is reasonable to say they believed in God (or a god). Scripture does say that they did honour the Child Jesus and even worshipped him. Perhaps they knew of some of the Sibil prophecies concerning the birth of Jesus? Again this is not known historically, one way or another.
When they saw the star, they rejoiced with exceeding great joy. And when they were come into the house, they saw the young child with Mary his mother, and fell down, and worshipped him: Matthew 2:11
Adoration of the Magi
The Catholic Encyclopediastates that they were from Persia and that after Christ’s Crucifixion, they were baptized into the Christian faith by the Apostle St. Thomas. The Cathedral of Cologne claims to have their relics.
Time and circumstances of their visit
The visit of the Magi took place after the Presentation of the Child in the Temple (Luke 2:38). No sooner were the Magi departed than the angel bade Joseph take the Child and its Mother into Egypt (Matthew 2:13). Once Herod was wroth at the failure of the Magi to return, it was out of all question that the presentation should take place. Now a new difficulty occurs: after the presentation, the Holy Family returned into Galilee (Luke 2:39). Some think that this return was not immediate. Luke omits the incidents of the Magi, flight into Egypt, massacre of the Innocents, and return from Egypt, and takes up the story with the return of the Holy Family into Galilee. We prefer to interpret Luke's words as indicating a return to Galilee immediately after the presentation. The stay at Nazareth was very brief. Thereafter the Holy Family probably returned to abide in Bethlehem. Then the Magi came. It was "in the days of King Herod" (Matthew 2:1), i.e. before the year 4 B.C. (A.U.C. 750), the probable date of Herod's death at Jericho. For we know that Archelaus, Herod's son, succeeded as ethnarch to a part of his father's realm, and was deposed either in his ninth (Josephus, Bel. Jud., II, vii, 3) or tenth (Josephus, Antiq., XVII, xviii, 2) year of office during the consulship of Lepidus and Arruntius (Dion Cassis, lv, 27), i.e., A.D. 6. Moreover, the Magi came while King Herod was in Jerusalem (vv. 3, 7), not in Jericho, i.e., either the beginning of 4 B.C. or the end of 5 B.C. Lastly, it was probably a year, or a little more than a year, after the birth of Christ. Herod had found out from the Magi the time of the star's appearance. Taking this for the time of the Child's birth, he slew the male children of two years old and under in Bethlehem and its borders (v. 16). Some of the Fathers conclude from this ruthless slaughter that the Magi reached Jerusalem two years after the Nativity (St. Epiphanius, "Haer.", LI, 9; Juvencus, "Hist. Evang.", I, 259). Their conclusion has some degree of probability; yet the slaying of children two years old may possibly have been due to some other reason — for instance, a fear on Herod's part that the Magi had deceived him in the matter of the star's appearance or that the Magi had been deceived as to the conjunction of that appearance with the birth of the Child. Art and archæology favour our view. Only one early monument represents the Child in the crib while the Magi adore; in others Jesus rests upon Mary's knees and is at times fairly well grown (see Cornely, "Introd. Special. in N.T.", p. 203).
From Persia, whence the Magi are supposed to have come, to Jerusalem was a journey of between 1000 and 1200 miles. Such a distance may have taken any time between three and twelve months by camel. Besides the time of travel, there were probably many weeks of preparation. The Magi could scarcely have reached Jerusalem till a year or more had elapsed from the time of the apperance of the star. St. Augustine (De Consensu Evang., II, v, 17) thought the date of the Epiphany, the sixth of January, proved that the Magi reached Bethlehem thirteen days after the Nativity, i.e., after the twenty-fifth of December. His argument from liturgical dates was incorrect. Neither liturgical date is certainly the historical date. (For an explanation of the chronological difficulties, see Chronology, Biblical, Date of the Nativity of Jesus Christ.) In the fourth century the Churches of the Orient celebrated the sixth of January as the feast of Christ's Birth, the Adoration by the Magi, and Christ's Baptism, whereas, in the Occident, the Birth of Chirst was celebrated on the twenty-fifth of December. This latter date of the Nativity was introduced into the Church of Antioch during St. Chrysostom's time (P.G., XLIX, 351), and still later into the Churches of Jerusalem and Alexandria.
The advent of the Magi caused a great stir in Jerusalem; everybody, even King Herod, heard their quest (v. 3). Herod and his priests should have been gladdened at the news; they were saddened. It is a striking fact that the priests showed the Magi the way, but would not go that way themselves. The Magi now followed the star some six miles southward to Bethlehem, "and entering into the house [eis ten oikian], they found the child" (v. 11). There is no reason to suppose, with some of the Fathers (St. Aug., Serm. cc, "In Epiphan.", I, 2), that the Child was still in the stable. The Magi adored (prosekynesan) the Child as God, and offered Him gold, frankincense, and myrrh. The giving of gifts was in keeping with Oriental custom. The purpose of the gold is clear; the Child was poor. We do not know the purpose of the other gifts. The Magi probably meant no symbolism. The Fathers have found manifold and multiform symbolic meanings in the three gifts; it is not clear that any of these meanings are inspired (cf. Knabenbauer, "in Matth.", 1892).
We are certain that the Magi were told in sleep not to return to Herod and that "they went back another way into their country" (v. 12). This other way may have been a way to the Jordan such as to avoid Jerusalem and Jericho; or a roundabout way south through Beersheba, then east to the great highway (now the Mecca route) in the land of Moab and beyond the Dead Sea. It is said that after their return home, the Magi were baptized by St. Thomas and wrought much for the spread of the Faith in Christ. The story is traceable to an Arian writer of not earlier than the sixth century, whose work is printed, as "Opus imperfectum in Matthæum" among the writings of St. Chrysostom (P.G., LVI, 644). This author admits that he is drawing upon the apocryphal Book of Seth, and writes much about the Magi that is clearly legendary. The cathedral of Cologne contains what are claimed to be the remains of the Magi; these, it is said, were discovered in Persia, brought to Constantinople by St. Helena, transferred to Milan in the fifth century and to Cologne in 1163 (Acta SS., I, 323).
Catherine Emmerich in her revelations tells us that Mensor was a Chaldean, Theokeno was from Media and Seir’s region of habitation is not explicitly named. Here too, St. Thomas baptized two of the Magi.
Mensor, the brownish, was a Chaldean. His city, whose name sounded to me something like Acajaja, was surrounded by a river, and appeared to be built on an island. Mensor spent most of his time in the fields with his herds. After the death of Christ, he was baptized by St. Thomas, and named Leander. Seir, the brown, on that very Christmas night stood prepared at Mensor's for the expedition. He and his race were the only ones so brown, but they had red lips. The other people in the neighborhood were white. Seir had the baptism of desire. He was not living at the time of Jesus' journey to the country of the Kings. Theokeno was from Media, a country more to the north. It lay like a strip of land further toward the interior and between two seas. Theokeno dwelt in his own city; its name I have forgotten. It consisted of tents erected on stone foundations. He was the wealthiest of the three. He might, I think, have taken a more direct route to Bethlehem, but in order to join the others he made a circuitous one. I think that he had even to pass near Babylon in order to come up with them. He also was baptized by St. Thomas and named Leo. The names Caspar, Melchior, and Balthasar were given to the kings, because they so well suited them, for Caspar means "He is won by love"; Melchior, "He is so coaxing, so insinuating, he uses so much address, he approaches one so gently"; Balthasar, "With his whole will, he accomplishes the will of God."