Zoroastrians and other ancient religions often have an uncanny resemblance to Judeo-Christianity. Some take this as a sharing of ideas. Others (such as Christians) take this as evidence that all peoples originally had information about God and the Messiah, and the hope of the Gospel, even if over time this information was somewhat lost or corrupted.
If you get the chance to order a translated version of the Avesta do so. It is fascinating.
The three wise men have been said to be Zoroastrians.