After Jesus was born in Bethlehem according to Old Testament prophecy, wise men came from the East to worship him. They understood the times and followed a star to find him. Unfortunately they told King Herod why they came to town, assuming that everyone would be as excited as they that the "King of the Jews" had been born. Instead, Herod wanted to kill the baby which he considered a threat to his own power. Still, he pretended to be interested in finding the baby so he could also worship and asked the wise men to let him known when he was found.
"And when they had come into the house, they saw the young Child with Mary His mother, and fell down and worshiped Him. And when they had opened their treasures, they presented gifts to Him: gold, frankincense, and myrrh. Then, being divinely warned in a dream that they should not return to Herod, they departed for their own country another way." (Matthew 2:11-12)
Now this is interesting. Did they all have the same dream? That would definitely be a confirmation that they were hearing from God. We don't know the details of this incident for sure but we do know that the dream provided a strong warning not to visit Herod again.
These wise men cared more about what God said than what an earthly ruler said. They could have been afraid to offend Herod but they were not. They obeyed and that is the most important lesson we can take from this dream account.
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