Jesus was this dude, his mother was a virgin when she bore him. Women do bear children after getting down to .... with a man but Mary got pregnant without any of that, yes honestly she was a virgin. We have to believe that because the Bible says so.
Well Jesus did a lot of other cool stuff like turning water into wine and founding a brand new religion, Christianity. Later Jesus got Crucified which was uncool but it all became cool again later. Really Jesus rose from the dead afterwards. We have to believe all that because the Bible says so.
See here for logical reasons to doubt The Resurrection.