Listen to the story - the birth of the baby happened like this:
Mary was very young, and had been given to the builder Joseph by her family to be his wife; but they hadn't slept together yet. She hadn't told him at first that she was pregnant, even though she'd already confided with her cousin. When he did find out, he decided to get an annulment quietly - he was a kind and gentle man and didn't want his family or the community to stone her to death for her adultery. But that night, he had a dream.
An angel appeared to him. Being a dream, he did not question if it was an angel from God, or the Angel-of-God - it was enough that it was a Holy Messenger. "Don't be afraid to keep Mary as your wife. The child she carries is the seed of the Spirit of the Lord! She will give birth to a son, and as his abba, you will give him the name Joshua (Jehovah is Generous, Yahweh is Salvation); for the Lord, full of grace, is saving His people from their own sins by being your baby to raise among them."
Joseph awoke thinking that this was just as the Prophet had said long long ago: "A virgin will give birth to God Incarnate, Emanuel." He named his little boy "Jesus", and consummated his marriage with Mary. They were a family.
(Painting - The Adoration of the Shepherds by Hugo van der Goes)