What time of the year do you think the Magi set out on the journey? Give examples from the poem.

T. S. Eliot's "Journey of the Magi" is set in the winter. The poem's speaker states explicitly that the journey takes place in this season—the Magi set out in the "dead of winter." However, we don't need to be told that, because so many images in the poem reveal a wintry scene.
An image uses any of the five senses of sight, sound, taste, smell, and touch to describe. In this poem, the speaker employs the sight image of "melting snow" and the image of "sharp" weather—we can imagine the wind biting the skin of the Magi—to convey how freezing it is. The speaker also uses the phrase "the worst time of year," which is usually associated with winter, and the word "cold" to evoke the scene the Magi faced.
Eliot also uses contrast to highlight that the Magi face severe weather as they head out to seek the infant Jesus. The speaker has them "regret" the summer warmth and comfort they left behind. This regret is captured in the image of longing to eat the sherbet back home brought by young woman in silk dresses. However, when the Magi come close to the location of the infant Jesus, the climate becomes "temperate" or warm, symbolizing the life and warmth the birth of Jesus brought to the earth.