Messiaen wrote about this piece : "Swinging march of a caravan in the night. The Mages walk, smoothly enlightened by the Grace. This mixing of night and light gives a mysterious flavour to the piece".
In France, this piece is sometimes nicknamed "La Longue Marche" :-)
The registration is typical Messiaen, with the pedal registered with 4', 2 2/3 and 1 3/5, without 8' ; so we hear the harmonics of the 8' WITHOUT the fundamental tone and it gives a very special colour to the sound.
The painter Charles Blanc-Gatti painted eight pictures inspired by the eight pieces from Messiaen's Nativité. The picture inspired by Les Mages is joined and IMHO evokes perfectly the Mages' travel in the desert's night under what Corneille called " Cette obscure clarté qui tombe des étoiles" (roughly : this obscure light falling from the stars).