What does Scripture tell us about the birthplace of Jesus? Most of what we hear comes from Luke's account in Luke 2:1-20. There we hear that Mary gave birth to Jesus and "laid Him in a manger, because there was no place for them in the inn."
That "inn" part is important for the wider context of the Nativity. It could be the Holy Family had to find somewhere else to stay because all the lodgings were filled up in Bethlehem. There is, however, another possible explanation from the text. The word there is κατάλυμα, which can be translated as inn or even as room. Jerome Murphy-O'Connor in The Holy Land: An Oxford Archaeological Guide prefers to think of κατάλυμα as a reference to a room, with the idea that Mary had to go into another area because the room was overflowing ("there was no place for them in the room").
While Luke is silent on this, many believe, have believed since at least the 2nd Century on, that this area Mary would have gone was a cave. In fact, the spot venerated as the place Jesus was born in the Church of the Nativity in Bethlehem is referred to as a cave. Murphy-O'Conner's thoughts are that "Many houses in the area are still built above or in front of caves" and that a cave area where the Holy Family were staying could have been used as a stable.
This idea of the stable is important because of where Mary laid Jesus. In Greek, the place is a φάτνη or a feeding-trough. This is the literally meaning of the word manger, coming from Old French (it should be noted, manger en Français means "to eat"). φάτνη can also be translated as stable, the entire building where the animals go to eat.
While some of the particulars aren't included in Luke's account, we do know that for some reason, the lodgings being full or simply their room being filled to capacity, Mary had to find somewhere else to give birth. Jesus then is laid in a feeding-trough. We also know from the context of Jesus' time, as well as more modern circumstances, that this area holding this feeding-trough was more than likely a cave.