nicolaou, Christians know how babies are made, but they believe that Jesus was different because Mary became pregnant because of the power of holy spirit rather than the usual way.
To answer the question, the NT teaches that Jesus was a human and is the mediator between the “one God” and humans. Jesus was with God in heaven before he came to earth.
1 Tim 2.5 For there is one God and one mediator between God and mankind, the man Christ Jesus
John 17.5 And now, Father, glorify me in your presence with the glory I had with you before the world began