Mary rode on a donkey and Joseph walked to Bethlehem? No donkey mentioned in the Bible. Maybe they had one, maybe not. The reason that a donkey and ox are always depicted in manger scenes goes back to the middle ages, when the two animals were placed in the scene as symbols of Isaiah 1:3.
Mary gave birth the night that they arrived? "While they were there, the days were completed for her to give birth" (Luke 2:6). Sounds like they arrived some time before. They were smart enough not to make a 9-month-pregnant woman travel!
Joseph delivered the baby? Almost impossible in their culture. Joseph is from Bethlehem (Luke 2:3-4), so he has plenty of extended family. His female relatives likely served as midwives.
No room in the inn? This myth is understandable, since our Bibles say "inn" (Luke 2:7). However, the Greek word is kataluma, which more likely means "guest room" (Luke 22:11, Mark 14:14). Jews in general did not stay in inns, and it is unlikely that Bethlehem had an inn. Since Joseph had family in Bethlehem, Luke probably meant that there was no space in their guest room. Perhaps the family did not give Joseph and Mary their best reception, since Mary got pregnant before they got married?
Jesus was born in a stable? No stable is mentioned in the Bible. "She laid him in a manger" (Luke 2:7). Peasant homes sometimes had feeding troughs dug into the dirt. Some animals were kept in the house for safety. They probably kicked out the animals and used the manger for the baby because it was convenient and warm. Perhaps this was a "sign" to the shepherds because it showed that the Messiah was born as a peasant, rather than in the Herodium, Herod's nearby palace that overshadowed Bethlehem. (By the way, Herod's tomb was discovered in the Herodium just a few years ago).
Swaddling clothes are for dead bodies, symbolizing the coming death of Christ? No, the Greek word sparganao (Luke 2:7) merely means to wrap in cloths, and is not used elsewhere to refer to the cloths for dead bodies.
The Star of Bethlehem was some astronomical phenomenon? The star described in Matthew 2 does thing that real stars don't do - like change positions and hover over a particular house. Stars were regarded by ancients as supernatural, and that seems to be what Matthew is saying about this particular star.
Three kings from Persia came to visit? Matthew doesn't give a number. And they were magoi, astrologers and advisors to kings, not kings themselves. They may have been from Persia. In Greek "the east" is the same word as Anatolia, so it is possible that they are wise men from Anatolia rather than from Persia - but that's not certain (see Ben Witherington's blog on this).
The wise men came that night? We don't know exactly when they arrived, but it was some time between one month and two years after his birth (Matthew 2:16). The magoi came to a house, not a stable (Matthew 2:11). It must have been at least a month later, because Joseph was still poor when Jesus and Mary were presented at the Temple (after 33 days, Lev 12:1-3). They offered two turtle-doves instead of a lamb, which was only allowed in the case of poverty (Lev 12:6-8). If the wise men had already come, then Mary and Joseph would not have been poor.
Medieval and renaissance art often portrayed the shepherds and wise men at the stable, but that is because artists of the time would put all the related events in one scene with no concern for chronology. Nativity scenes sometimes included the annunciation, although that happened nine months earlier.
Gold, frankincense and myrrh symbolize... ? Various versions of this Christmas myth circulate - that they symbolize kingship, deity and death, or prophet, priest and king. But all three were appropriate gifts for a king, and were very expensive.
Herod killed hundreds of babies? Population estimates of Bethlehem make it likely that Herod's soldiers killed a dozen or so baby boys. Those who doubt that Herod was evil enough to do this should read Josephus' account of Herod's last years. In his attempts to preserve his throne, Herod killed court members, wives and sons. Caesar Augustus famously said about Herod that it was better to be his pig (hus) than his son (huios). On his death bed, Herod ordered the execution of every tribal patriarch in his realm to make sure that all would mourn at his funeral (fortunately, this command was not carried out).
Jesus was born on December 25, AD 1? The exact date of Jesus' birth is unknown, but was not December 25. The first time his birthday was mentioned was in the late second century, and it was given as November 18, but that's not certain either. Jesus must have been born before March of 4 BC, because that's when Herod the Great died. 5 BC seems likely, although maybe it was as early as 7 BC.
The picture: The Vigil of the Shepherds, by Benozzo Gozzoli, 1459.