This: were we led all that way forBirth or Death? (35-36)
The overarching fear of "Journey of the Magi" is expressed in this single question. How's that for summing things up? By the time the Magus expresses this question, it has become rhetorical because he already knows that the answer is "both." But the question itself illustrates the primary source of trepidation in this poem, which is the "what will become of me?" fear that the Magi experience upon realizing that the baby in the manger is, in fact, going to become a great Savior. There's no mention of how they know this, but their reaction makes it pretty clear that they've grasped the significance of the event. And it's terrifying.