The very nature of shepherds' work kept them from entering into the mainstream of Israel's society. They couldn't maintain the ceremonial washings and observe all the religious festivals and feasts, yet these shepherds, just a few miles from Jerusalem, were undoubtedly caring for sheep that someday would be used as sacrifices in the temple.
But, see, god loves irony, and so do the folks who wrote the bible. I can imagine the circle at the writing room:
"Dude, dude, I got it. We'll have the shepherds be the first to know of the Lamb of God! Lamb, lamb? Huhuh huh! Get it?"
"Yeah, I get it Luke."
The rest of the tale assumes that it was the shepherds who came to see Jesus the night he was born. No one else did. (As in the Three Wiseman post, it's possible they didn't get there until he was 2 years old!) Though the shepherds went back and told everyone what they had seen and heard, and though "all who heard it wondered at the things which were told them by the shepherds" (v. 18), not one other person came to see firsthand.
Scripture doesn't describe how the shepherds' search for the baby Jesus actually unfolded, but I can imagine quite a good comedy in that. So imagine a bunch of dirty stinky hippies entering Bethlehem and asked questions: "Hey, man, does anybody know about a baby being born here in town tonight?"
Yeah, I don't open the door for the pizza guy without triple checking - imagine a bunch of stinky ass Shepherds knocking at your door in the middle of the night - asking to see a newborn? Rob Zombie would be hard pressed to make a creepier scene. So the shepherds might have knocked on several doors and seen other newborn babies before they found the special Child lying in the feeding trough. At that moment, they'd know for certain that the angels' announcement was a word from god. After their encounter with Joseph and Mary and Jesus, the shepherds couldn't help but tell others about what the angels had told them. They became, in effect, the first New Testament evangelists.
Which would be extra weird; and probably why Herod wanted to kill all the newborn kids in the area.
The shepherd's story is a good illustration of the Christian life. Or maybe that of someone who gives up booze for the AA lifestyle. They first hear the revelation of the gospel and believe it (Romans 10:9-10). Then they pursue and embrace Christ. And having become a witness to the glorious conversion, they begin to tell others about it (Luke 2:17).
...and annoy the living hell out of their friends, and think you're as nuts as the guy who thought that Pompeii really beat Caesar.