🔼The name Parthians in the Bible
Where the original Parthians came from isn't clear (probably a local tribe), but the name Parthia became associated to an area in the north of modern Iran, and home of a formidable classical kingdom. It became a province of the Persian empire under Cyrus, and after Alexander it became part of the Seleucid empire.
The Parthians didn't like the Romans very much (which probably gave them a fraternal status to the Jews) and invaded Roman Syria in 40 BC. This caused Herod to run to Rome for military aid, which, as peculiar as that seems, in turn earned him the status of hero in Rome as well as the predicate King of the Jews (of which the predicate Messiah or Christ was an epithet).
In other words: without the Parthians, Christianity would have looked quite different.
🔼Etymology of the name Parthians
The name Parthia comes from the Old Persian word Parthava, which is a dialectal variant of the Parsa- stem, from which also comes the name Persia. The word Parthava, in turn, appears to have been synonymous to "strong man" or "champion".
Also note the mild similarity between the name Parthia (Παρθυαια, Parthuaia) and the noun παρθενος (parthenos), meaning maiden or virgin.
The name Parthian means Strong Man.