I have had to do some rethinking about these verses. I don't think they were pagans.
What I find interesting is that they were from the east. Were they from the same place that Abraham was from? Were they some who had heard of the coming Messiah and had been waiting for a sign?
Mat 2:2 saying, `Where is he who was born king of the Jews? for we saw his star in the east, and we came to bow to him.'
From this verse it would appear that they knew He was coming and that they came with this knowledge that He was King of the Jews. They came to honor Him as King of the Jews (or Judah, as a nation).
Does this imply that they adhered to the belief in the coming Jewish Messiah and that He was their Messiah as well, I think it does.
I think you are correct that they were some of the first to recognize who this child was.
I think it is also important to know who this king Herod was. Was he a Jew himself? Had he or his family converted to Judaism? Who appointed him king? What area of Israel was he king of? Which Herod was he? (There was more than one.) Is he the Herod who built the temple in Jerusalem? Did an appointed king have the authority to appoint people like the High Priest in the temple?
I don't know the answers to all these questions but I think to understand what was going on in Jerusalem at that time and during Christ's ministry they are important questions.