While Joseph was thinking about this, an angel from the Lord came to him in a dream. The angel said, “Joseph, the baby that Mary will have is from the Holy Spirit. Go ahead and marry her. Then after her baby is born, name him Jesus, because he will save his people from their sins.”
So the Lord’s promise came true, just as the prophet had said, “A virgin will have a baby boy, and he will be called Immanuel,” which means “God is with us.”
After Joseph woke up, he and Mary were soon married, just as the Lord’s angel had told him to do. But they did not sleep together before her baby was born. Then Joseph named him Jesus.
Matthew 1:20-25 Contemporary English Version (CEV)
Sounds scandalous, right? Who is this "Holy Spirit" that got Mary pregnant yet left her a virgin? Why is an angel telling Joseph, who hasn't laid a hand on her, to marry her and be an earthly father to the child she carries in her womb? Not many would see the honor God was giving to Joseph, but after the Lord sent an angel with this message in a dream, Joseph did exactly as he was told. It is definitely a spicy storyline for "What Would You Do?"
This was the way God decided to come into the world to save us. We don't have to understand it any more than we need to understand how we got here ourselves. God's ways are beyond our ways and His thoughts so very much higher. This was just the beginning of a journey that would lead to the greatest gift of all time. God was now going to dwell physically among mankind, so that we could have the opportunity to dwell forever in His Kingdom. This was just the start of when our faith and belief in who Jesus is would save us. Joseph did not hesitate to obey God, even if he didn't quite understand what was really going on. We would do well to trust and obey God in the same way.
God is with us! Who could imagine?