The tradition says that the three kings (also known as the three wise men) had a mission to go to Bethlehem. They followed a star that showed them the way to see baby Jesus, who had just been born. Upon arriving, these three kings offered three gifts: gold, incense, and myrrh. For this reason, every year, when Christmas approaches, all the children begin to write letters to one of the kings (or to all three): Melchor, Gaspar, and Baltasar.

In these letters, the children tell the kings how well they behaved during the year and ask for the gifts they would like to receive on January 6th. In theory, the better the children behaved, the better their gifts will be. But all children know that if they misbehaved, they run the risk of receiving a piece of coal instead.