I would bring baby Jesus a soft and fuzzy blanket to keep him warm because they did not have a blanket to keep him warm.  A fun and cuddly teddy bear that he could play and cuddle  with while his Mom and Dad were busy.  I would also bring him some disposable diapers and wipes so that Mary and Joseph could have an easier life especially when travelling.  Lastly, I would bring him lots of hugs and kisses because I love him so much.