Did you know that St Francis of Assisi, who lived in the 13th Century, is credited with 'inventing' the nativity set? He found a trip to Bethlehem so powerful that he wanted to create a way of really entering into the story of Jesus' birth himself. He set up an empty manger in a cave in Italy and stationed a live ox and donkey next to it. He wanted to use these visual aids and this life size experience to appreciate more fully the poverty and simplicity into which Jesus was born.
This visual exercise had an extremely powerful affect on Francis, and he invited the local villagers to experience it for themselves. They also found it very powerful and the spiritual exercise caught on and spread throughout Europe.
The spiritual exercise Francis of Assisi was engaging in here is very similar to a way of praying with the Bible called "Gospel Contemplation". In Gospel Contemplation we take a story from one of the Gospels but rather than creating the scene physically with props etc, we build up the scene in our imagination.
Once we've chosen the Bible passage we're going to pray with, we read it a few times. We then put the the Bible to one side and close our eyes and ask the Holy Spirit to guide our 'entering into the story' experience. First we use our imagination to experience the sights and sounds that form the background to the story. Then we imagine the physical and emotional feelings of the characters. We notice which character we identify with on this occasion (or perhaps we are just ourselves present at the scene) and we notice how we are feeling. We then let the scene unfold and we interact with Jesus in a very 'real' way as the story replays in our minds. We might have a conversation with Jesus or he might say or do something slightly different from what he said or did the first time as recorded in the Gospel. Whatever unfolds in this imaginative prayer exercise, we trust that God is guiding our experience and imagination and that Jesus is using this form of prayer to help us encounter him in a very real and profound way.
If you can find about 20 minutes to be on your own undisturbed, have a go at this with a Gospel story that really speaks to you at the moment and see what happens...