Can you imagine the conversation when these three kings were preparing to return home. One of them would say quietly "I had a strange dream…" and as he recounted his dream the other two would be astounded, and keep saying "well I saw the same thing!" "I heard that too!"
Matthew 1:24-25 Joseph named the child Jesus. I am always impressed when I read of complete immediate obedience like Joseph's. No questions, no hesitation. He was 100% convinced by the dream. At least that is how it comes across in the gospel of Matthew.