In the Bible [change]
The Gospel of Luke says that the angel Gabriel came to Mary to tell her that she would give birth to a Son and she should call him Jesus and that he would save people from their sins. Mary said "How can this happen? I am a virgin!" The angel said "With God, anything can happen!"
When Joseph found out that Mary was pregnant, he decided to privately break the engagement. But then he had a dream. An angel told him that the baby was the Son of God.
At this time, the Roman Emperor, Caesar Augustus, made a law that everyone in the Roman Empire must pay tax. Everyone had to go back to the town that their family came from, to have their name put on the tax lists. Joseph came from Bethlehem, which was called "The City of David". Joseph took Mary to Bethlehem and she gave birth to the baby, Jesus, in a stable, because there was no room for them.