For us, we behold God primarily in His Word. This is where we have God’s special, saving revelation of Himself. He ordained that these things be written and preserved for us. So we have this immense privilege (don’t take it for granted) to be able to open a Bible and read the very words of God. Like the shepherds, we should respond in worship. As we behold the great things God has done, we should marvel, we should be amazed, at what God has done.
The way we put it in our church mission statement is that we exist to “delight in the beauty of God’s greatness.” I believe that’s what the shepherds were doing. They were delighting in the beauty of God’s greatness and the greatness of His plans as these things were being proclaimed to them.