"Journey of the Magi" opens with a quote about a journey, and it's a cold and difficult one. From the title of the poem, we can guess that this is the journey of the Three Kings (or Three Wise Men, or Magi) to the birthplace of Jesus. After the opening quote, the poem elaborates on the difficulties of travel, including grumpy camels, wishing for home (home being warm, palatial, and full of girls and servants), fires going out, unfriendly and expensive towns, and a distinct lack of places to sleep. The speaker notes that the Magi preferred to just travel all night for these reasons, and that through their travels, a little voice in their heads kept suggesting that maybe this whole thing was all for nothing.
Then, the narrator goes on to tell of the Magi's arrival in Bethlehem, a place he describes as "a temperate valley" (21). They still can't find any info about where they were supposed to go from the villagers, however, so they eventually have to find the stable in which they were to witness the birth of the baby Jesus. The trio arrives just in time.
The last part of the poem is more blatantly the Magus reminiscing about the story ("all this was a long time ago, I remember" ), and in his recollection he seems to be doubtful about whether or not the birth was a good or a bad thing, replacing as it would his own religion and culture. In fact, at the end of the poem he seems to regard it as a bad thing indeed, with the Magus wishing for his own death alongside the death of his peoples' old religion and ways.