"Nazareth, can any good thing come from there?" (John 1:46).
Nathaniel was certain that Messiah's arrival would be a good thing for Israel. It was therefore incredulous to him that the blessing could emerge from a place with such a poor reputation.
With the advantage of hindsight we see that the Savior's origin's are not so surprising. We could never guess what God would do; how God will act. His thoughts are not like ours. And just as well. They are much, much higher.