Mary, the mother of Jesus, was going about her daily work when suddenly the angel Gabriel appeared to her with a message from God. Mary was betrothed to Joseph and had not had relations with him. She was a virgin. The angel appeared to inform her that she would do great things. She had been chosen by God to bear his only Son, Jesus the Messiah. (see Luke 1:26-38)
“And the angel said to her, ‘The Holy Spirit will come upon you, and the power of the Most High will overshadow you; therefore the child to be born will be called holy—the Son of God.’” (Luke 1:35) The power of God, through the Holy Spirit, caused the virgin woman named Mary to conceive a male child who is Holy.
Why was it necessary for the Messiah to be born of a virgin? Wayne Grudem suggests three reasons. First, it shows that salvation ultimately must come from the Lord. Second, it unites the two natures of Christ, the divine and the human. Third, it makes it possible for Jesus to be born without sin. 
Salvation comes from the Lord
If Mary was able to bear the Messiah by joining together with her husband then the Messiah would be born merely of human effort. Even if one argues that God filled Jesus with His spirit, it would still be human effort that started the entire process.
God promises to bring about salvation through the offspring of the woman (Genesis 3:15). Jesus is the promised gift of salvation to humankind. It is God who causes the Messiah to be born and it is God who initiates the process with the holy visitation of Gabriel with Mary.
It is only through the supernatural work of God that any can be saved. Each one of us is saved not by our own efforts but through the power of God reaching out to us in our own “holy visitation.”
Divine and Human Natures Unite
At the point of conception the union between God and Man is consummated. It is because of the virgin birth that the Messiah could be fully human and fully divine, as is stated in the council of Chalcedon in A.D. 451… “two natures, inconfusedly, unchangeably, indivisibly, inseparably; the distinction of natures being by no means taken away by the union, but rather the property of each nature being preserved, and concurring in one Person and one Subsistence, not parted or divided into two person, but one and the same Son and only begotten, God, the Word, the Lord Jesus Christ.”
It is important that Jesus is God and Man. He was tempted in everyway as everyman is tempted yet without sin. He is able to sympathize with us and yet He is divine and therefore a sufficient sacrifice for the sins of the whole world. Taking away from either of Jesus’ two natures would denigrate his sacrifice or his ability to overcome sin.
Jesus Is Born Sinless
Each and every human being born in this world after the fall is born with original sin. Original sin is sin passed through our humanity from parents to children. It is our inheritance from Adam. He sinned therefore all born after him are born into sin.
In order to break the curse of original sin, Jesus had to be begotten of the Holy Spirit. It was through the Holy Spirit overshadowing Mary and impregnating her that the curse of original sin could be broken. When this Holy Visitation occurred, Mary’s sin nature was overshadowed by the holiness of God preventing it from being passed on.
The Holy visitation that changed the world came to Mary in her routine life. God chooses who to visit and when to visit. He did so with each and every person who is born again. God chose to visit us and to redeem us, reconcile us, justify us, sanctify us all because the Holy Spirit visited Mary and bore His only Son who had the nature and the mission to save the world.
 Wayne Grudem, Systematic Theology (Grand Rapids, MI: Zondervan, 1994), pp. 529-532.