Soon after the Angel's visit Mary and Joseph were married. 
Mary was due to have her baby when they had to make a long journey to Bethlehem where they had to go to register in the Census and pay their taxes. 

Bethlehem is where Joseph originally came from.

Mary gathered together some clothes and things they would need for the journey and Joseph went and got a donkey for Mary to ride on as they were expecting the baby to arrive very soon. 

After many days of travelling Joseph and Mary arrived in Bethlehem but it is late and there are no rooms left as 
many others have arrived for the Census too. 

Mary was very tired and they were very worried because there was nowhere to sleep. 

The knocked at the last Inn in Bethlehem and the Inn Keeper said that they were also full but being a kind person he said they could shelter in the Stable where the animals were stayed at night.