While most sets have the Three Wise Men, many others will also include Shepherds visiting the newborn King. The shepherds are shown kneeling, worshipping Jesus, and carrying or accompanied by sheep or lambs.
Another feature of note is Angels as part of the scene. Most nativity sets include at least one angel.
The nativity scene will usually have one or more animals. The donkey and the ox represent the children of Israel and the Gentiles. Sheep relate to the shepherds but may also be present when there no shepherd figures. In that case, the lamb can represent Jesus as the Lamb of God. Finally, camels go along with the Wise Men
The account of the Three Wise Men tell of the Star of Bethlehem. This feature may be attached to a stable or placed elsewhere in the scene.
The last convention I will mention is the use of Halos for Mary, Jesus, Joseph, and sometimes also for the Angels.
You may find yourself noticing these elements in each of the nativity scenes to be presented in future posts.