From the 3 Kings to Jesus in the 12 steps of Wiki.

1. King
2. Holy Roman Emperor
3. Golden Bull
4. Gold
5. Magi
6. Samaria
7. Palestine
8. Dead Sea
9. Hebrew (language)
10. Israelites
11. David
12. Jesus

(This was harder than I thought, because, of course you can get from "King" to "Jesus" in a LOT fewer steps than 12, so I made them detour for gold in the middle.)