Read this passage from the Bible first:
18 This is how Jesus the Messiah was born. His mother, Mary, was engaged to be married to Joseph. But before the marriage took place, while she was still a virgin, she became pregnant through the power of the Holy Spirit. 19 Joseph, to whom she was engaged, was a righteous man and did not want to disgrace her publicly, so he decided to break the engagement quietly.
20 As he considered this, an angel of the Lord appeared to him in a dream. “Joseph, son of David,” the angel said, “do not be afraid to take Mary as your wife. For the child within her was conceived by the Holy Spirit. 21 And she will have a son, and you are to name him Jesus, for he will save his people from their sins.”
Matthew 1: 18-21
Now listen to the Christmas Carol - "O little town of Bethlehem":