A point which is clearly made in Verlyn Verbrugge's well-written, A Not-So-Silent Night (Grand Rapids: Kregel, 2009), is Mary's shame in the narrative of nativity. There are many indicators of this given to us in the Gospels, perhaps many of them coming from the silence of the text. Although I don't often advocate for making an argument from silence or reading too much in-between-the-lines, there are cultural markers that are often found in what these first Christian historians omitted.
One piece that has often bothered modern readers is the traditional "no room for them in the inn" phrase. She's very pregnant and there is nobody willing to give up their space?!? Quite right. But why? The answer is found behind one of history's less-than-accurate translations.
Ever since the KJV it seems that translations have favored Luke 2:7 as something like, "And she brought forth her firstborn son, and wrapped him in swaddling clothes, and laid him in a manger; because there was no room for them in the inn." This is the way we have read it, taught it, played it, statued it, and left it within our pageantry.
Bethlehem had no inn.
There is neither archeological evidence for a structure such as an inn in Bethlehem, there would have been no need for a lodging structure in such an insignificant town without any major roadways passing through, and Luke's language is a word that does not typically mean inn. Some people have already pointed these things out, and there is reason for highlighting the difference. Notice the updated NIV's, "She wrapped him in cloths and placed him in a manger, because there was no guest room available for them."
Typical homes in this period would have been small, fundamentally two-room structures that have a living space for humans and a living space for animals. Some variations exist, and often these homes were built into one another, but that's the gist of it. So, Luke is wanting us to know is that rather than being faced with a rather callous innkeeper, Mary and Joseph are faced with a rather callous extended-family head-of-household. Remember, the census is drawing Joseph back to a place where his family (tribal) was traced. And without inns in Bethlehem, family would have been the only viable option.
It is somewhat clear that Mary and Joseph were not married at the point of Jesus' birth (on this, see Verbrugge, p. 38), but began living together - and traveling to Bethlehem together. Why? Does God suddenly sanction co-habitation? Probably not. The indicators are that Mary's family has disowned her and shamed her out of their household, at which point Joseph takes her until the marriage can be consecrated (see Matthew 1:25). Perhaps this is the only viable reason why a very pregnant Mary would risk travel at such a late stage of her pregnancy.
The apparent problem that they encounter in Bethlehem (remember, this is cultural context reconstructed in the midst of a lot of narrative silence) is that word has already reached Joseph's family of the situation and those who are seeking to be covenantally pure are willing to disown this couple for their sins. Otherwise, we could suppose that a family member (or even a stranger, if this were in fact an inn filled with travelers) would give up their place for the birth of a child. Unless the family felt that this was God's judgment on a sinful act of premarital intercourse.
And there sits a manger. Like so much of our modern perspective, we tend to think of a manger as an unfortunate piece of the story. Yet God leaves it there as a moment of mercy, for this couple is allowed to come in for some shelter and warmth, and there will be a cradle for this child, even if his own would not receive him. The manger is not comfortable, but it is merciful. The comfort which the prophet spoke to the people of God centuries prior to this night now lays in the middle of mercy. Which is the way it has always seemed to be.