According to the Bible and History in general, Jesus was born in Bethlehem of Judea, as predicted and prophesied in the Old Testament Bible. Jesus was born in a stable because all the inns and housing were full. 

The Gospel of Matthew gives Jesus’ biography and birth details. Click here:

http://www.jesuscentral.com/ji/life-of-jesus-ancient/biography-of-jesus-christ/who-is-Jesus-by-matthew/gospel-of-matthew-1_18-25.php

The Gospel of Luke in the Bible’s New Testament speaks of the foretelling of Jesus’ birth. Click here:

http://www.jesuscentral.com/ji/life-of-jesus-ancient/biography-of-jesus-christ/who-is-Jesus-by-luke/gospel-of-luke-1_26-38.php 

Luke’s Gospel also gives Jesus’ biography and birth details. Click here:

http://www.jesuscentral.com/ji/life-of-jesus-ancient/biography-of-jesus-christ/who-is-Jesus-by-luke/gospel-of-luke-2_1-7.php

The biography of Jesus as seen in the Gospels in the New Testament show the shepherds and angels visiting Him at His birth:

http://www.jesuscentral.com/ji/life-of-jesus-ancient/biography-of-jesus-christ/who-is-Jesus-by-luke/gospel-of-luke-2_8-20.php