"At that time the Roman emperor, Augustus, decreed that a census should be taken throughout the Roman Empire. (This was the first census taken when Quirinius was governor of Syria.) All returned to their own ancestral towns to register for this census. And because Joseph was a descendant of King David, he had to go to Bethlehem in Judea, David’s ancient home. He traveled there from the village of Nazareth in Galilee. He took with him Mary, his fiancée, who was now obviously pregnant.
And while they were there, the time came for her baby to be born. She gave birth to her first child, a son. She wrapped him snugly in strips of cloth and laid him in a manger, because there was no lodging available for them." -Luke 2: 1-7
There was no room for them in the inn. That wasn't what you would have wanted or expected.
In a tight spot. Your wife is about to give birth and you can't find any decent place to stay. The town is packed with fellow travelers, all weary from the distance. Finally, one innkeeper feels a little sorry for your situation and gives you the only place he has left.
A small stable. Probably mostly clean, but still in use, if you know what I mean. Not ideal. Not what you had in mind.
In the first place, it wasn't really ideal for Mary to be pregnant. There were so many questions and remarks behind-the-back. I'm sure being pregnant before marriage (even if it was the Messiah) was not the situation Mary expected to find herself in.
The shepherds weren't expecting to be visited by a blinding host of angels to be told about a baby, one that was wrapped in rags and laying in a feed trough.
The wise-men, they were expecting a well-known king. Maybe they thought that others had seen the same signs they saw. But what they found, a small boy, living a regular life with his father and mother looking on, was probably not what they expected.
Jesus, although His coming was prophesied, did not meet the expectations of many. His teachings were too radical. He wasn't radical enough. He hung out with the wrong people. He clashed with the religious leaders of the day.
So many times when I have expectations, I get let down. And that is such a bad feeling. But maybe the expectations that I had weren't really the best. Maybe God had something much better planned, and instead of holding on to my measly measurement, if I would have surrendered my dreams, my plans, my heart, to Him, I would have seen the fullness of the Awesomely Unexpected God.
The Baby, born into a smelly shelter of animals, born in a confused and disappointed world: the fulfillment of all our expectations.