See the notes at Matthew 2:4-6.
Where David was - 1 Samuel 16:1-4.
Related Commentaries of John 7:41
John 7:41-42
41 Others said, This is the Christ. But some said, Shall Christ come out of Galilee?
42 Hath not the scripture said, That Christ cometh of the seed of David, and out of the town of Bethlehem, where David was?