Ancient belief was that Messiah would be born in Bethlehem Ephratha
Mic 5:2 But thou, Bethlehem Ephratah, though thou be little among the thousands of Judah, yet out of thee shall he come forth unto me that is to be ruler in Israel; whose goings forth have been from of old, from everlasting.
This verse declares that Messiah would be born in Bethlehem while also having been existing from eternity.
The Targum Jonathan:
And You Bethlehem Ephrath, you who were too small to be numbered among the thousands of the house of Judah, From you shall come forth before Me The Messiah, to exercise dominion over Israel, He whose name was mentioned from before, from the Days of Creation.