The Bible does not teach that Mary naturally conceived Jesus. Rather, it was a supernatural work of the Holy Spirit which Scripture recognizes to be impossible in any other situation.
God created the universe and regulates and governs all things according to His will and power. Just as He created Adam without a father or mother, so He caused Mary to conceive in her womb without a man.
The virgin birth should sound even more so plausible in light of scientific breakthroughs such as embryonic transfer and artificial insemination. It is possible for virgins to give birth, although we do not know how this miraculous conception would have worked.
And lastly, Rich Deem provides these insights as to how the virgin birth illustrates the overall reasonableness of the Christian message:
"...it would have been very risky to document and claim that He was born of a virgin. In the Middle East there were "honor killings" for women who conceived out of wedlock, so to speak of a virgin birth was extremely dishonorable. In fact, the Bible alludes to some disparaging remarks made by the opponents of Jesus. In addition, if you look at the anti-Christian literature at the time, much of it focused on this aspect of Christianity. This makes one wonder why, if Christians were just making up a religion, they say something that would offend virtually everybody in the Middle East. It makes no sense to make up something offensive, unless it were true."