Matthew 1: 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, her fiancé, was a good 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,[i] for he will save his people from their sins.”

22 All of this occurred to fulfill the Lord’s message through his prophet: 23  “Look! The virgin will conceive a child! She will give birth to a son, and they will call him Immanuel, which means ‘God is with us.’”

24 When Joseph woke up, he did as the angel of the Lord commanded and took Mary as his wife. 25 But he did not have sexual relations with her until her son was born. And Joseph named him Jesus.

so I think we too often forget that these are real people like you and me... so Joseph has a dream and in the dream an angel tells him that mary didn't sleep with another man... AND HE BELIEVES IT... now... I will tell you and you ask yourself.. how many times has God said something to you and as time goes on.. you talk yourself out of it.. and think of all the reasons that it won't work and it couldn't have been God that said it in the beginning... 

that is the real difference between us and the people in the bible... when they heard God... they really believed Him and got up and did just what He said...