Gray said of this punchy song in publicity materials: "It's fun basically. It just became this wall of sound. And the lyrics are pretty much the first things that came into my head. It's me singing to the muse. 'Stella' is the giver of wherever all this stuff comes from."
The lyrics for "Mary, Did You Know?" were written by Christian singer and comedian Mark Lowry, after his pastor asked him to write a Christmas musical for their church. Southern gospel musician Buddy Greene later added music to his words.