The birth of Jesus is one of the most improbable stories. Think of all the unlikely events that were part of it. First of all we have a man named Zacharias and his wife Elisabeth. Supposedly too old to have children, they had a son who became John the Baptist.
Then we have a cousin of Elisabeth named Mary, a virgin who discovers she's going to have a child. Her fiance is an honorable man, and he's quietly going to see that she's provided with the care she needs. Next, an angel appears, to tell him that the child the Virgin Mary is expecting will fulfill prophecy and is the Messiah that Israel is hoping for.
Of course that's not the last amazing thing Joseph will learn. Soon after the birth of the child, another angel tells him to take his wife and the child and flee to Egypt, where he'll be safe from the vengeance of Herod.
