Hi, @Kaptain! A very apt question for this time of year!
Short answer: He was supposed to be born in Nazareth, but God had other plans.
Two Gospel writers mention Jesus being born in Bethlehem (Matthew 2:1, Luke 1:1-8) and the other two (Mark and John) aren’t that interested in recording that detail. Luke is the only one who records the reason for Mary and Joseph being in Bethlehem when the birth occurs. According to him, they had to travel to register for the census.
And Joseph also went up from Galilee, from the town of Nazareth, to Judea, to the city of David, which is called Bethlehem, because he was of the house and lineage of David, to be registered with Mary, his betrothed, who was with child.
So the place where Joseph had his life (presumably as a carpenter) was Nazareth, therefore he and Mary returned there to raise Jesus. So, though he was born in Bethlehem, Jesus was raised in Nazareth, which is why he is referred to as Jesus of Nazareth. (One of my favourite side comments recorded in Scripture is by Nathanael, who, when hears from his brother Philip that he has met the Messiah, quips, ‘Can anything good come out of Nazareth?’)
As it is crucial that the Messiah be born in Bethlehem (to fulfil the prophecies of old), the birthplace of Jesus is a detail that some skeptics love to argue. So be aware that there is a thread of scholarship (whether it’s thorough or sloppy scholarship, I don’t know) that would make the case that Jesus was not born in Bethlehem.
Is that helpful? I’m sure some others can weigh in with other angles.