There are two kinds of feelings: the feelings that you feel, and the feelings that you touch. Even though almost one hundred percent of our days are spent experiencing feelings of touch, we focus much more on the feelings that we're feeling (happy, sad, disgruntled, content).
The first Christmas was full of emotional feelings, which we've all thought about before—a virgin feeling wonder at bearing a child, a righteous man feeling responsibility that he would be raising the Son of God, local shepherds feeling terrified at the whole heavenly host showing up at their campground—but we seldom think of the touch feelings when Jesus entered human skin.
The historical assumption is that Jesus was born some time in September, so the Bethlehem climate was warm and dry. Sleeping in the stable with the animals would be no big deal (besides the other obvious hesitations).
Mary didn't give birth on a hospital bed, and maybe there wasn't even a bench or couch. She could have been just sitting on a pile of straw or hay, or even just the dirt. Straw always pokes something—readjust one poke, and you're just getting poked somewhere else. And soon you start to itch.
Mary delivered her baby and wrapped him in a scrap of cloth (whatever they hand on hand) and placed him in a manger. It was likely rough hewn wood, liable to scape his baby cheeks and snag the already rough material.
God, a baby. Mary and Joseph's wonder, befuddlement, and downright astonishment probably left a stronger impression than the itching straw, the warm air, and the wooden crate where they laid the Son of God. But I'm sure they remembered it.
And she gave birth to her firstborn son; and she wrapped Him in cloths, and laid Him in a manger.