Jesus Christ was conceived of the Holy Spirit and born of the virgin Mary. He died on the cross as a sacrifice for our sins then arose from the dead and ascended into heaven, where He now is our High Priest and Advocate.
References
Matthew 1:18-25
Luke 1:35
Isaiah 53
1 Corinthians 15:20-23
Acts 1:9-11
1 Peter 3:22
1 John 2:1