They listened and believed.The shepherds showed no sign of doubt. They didn't question what the angel had told them. They didn't say, "Hey, do you think we should go see if this really did happen." Beyond a shadow of a doubt they knew what the angel said was true. “Let us go over to Bethlehem and see this thing that has happened, which the Lord has made known to us.".
They acted on what they heard.
They acted immediately and went the see what they heard about. They didn't wait until it was morning and sleep on it. They made haste, they were in a hurry to find the Child the angel told them about. They were acting in faith that their search would lead them to the Child. This was a faith building mission rather than fact finding.
When they got to where Mary and Joseph were, seeing the Babe in the manger just as the angel said; you know that they had to tell Mary and Joseph about what led them to the stable seeking them out. Mary and Joseph probably shared with them their angelic encounters with the shepherds. Encouraging each other in what God is doing.
They shared what they heard and saw.
There was nothing that was special about Jesus when the shepherds saw Him in the manger. No glowing halo surrounding His head. It was the fact that just as the angel had told them is what they found is what caused them to believe. They wanted everyone they met to know what they were told and what they found so they could find the Savoir too.
They praised God.
They returned to their field praising God for what they heard and saw. How fitting it was that the first people to see the infant Jesus in the humble means in which the King of kings was born were lowly poor shepherds not a wealthy upper class women. The Good Shepherd being introduced to His kind.
When God speaks to us, we need to: listen, believe, act, worship, share and praise Him for what He is doing in our lives.