In Luke, we have Mary being visited by an angel who explicitly tells her in detail that she is favored by God and will bear a son who will literally be called the Son of God and who will be King over his nation forever. Later, Mary does have a child miraculously without ever being with her husband.
He went to a woman who had never had a man. Her name was Mary. She was promised in marriage to a man named Joseph. Joseph was of the family of David. The angel came to her and said, “You are honored very much. You are a favored woman. The Lord is with you. You are chosen from among many women.”
When she saw the angel, she was troubled at his words. She thought about what had been said. The angel said to her, “Mary, do not be afraid. You have found favor with God. See! You are to become a mother and have a Son. You are to give Him the name Jesus. He will be great. He will be called the Son of the Most High. The Lord God will give Him the place where His early father David sat. He will be King over the family of Jacob forever and His nation will have no end.”
Mary said to the angel, “How will this happen? I have never had a man.” The angel said to her, “The Holy Spirit will come on you. The power of the Most High will cover you. The holy Child you give birth to will be called the Son of God.
But then we have the passages in Mark where Jesus' mother and his brothers come to pull him away from his preaching because they think he is "out of his mind". In other passages, we are told that even many in his hometown think his teachings are wrong. In an interesting turn, Jesus actually turns away his mother and suggests that his true family is anyone who follows God's word according to his teachings.
When his family heard about this, they went to take charge of him, for they said, “He is out of his mind.”
Then Jesus’ mother and brothers arrived. Standing outside, they sent someone in to call him. A crowd was sitting around him, and they told him, “Your mother and brothers are outside looking for you.”
“Who are my mother and my brothers?” he asked.
Then he looked at those seated in a circle around him and said, “Here are my mother and my brothers! Whoever does God’s will is my brother and sister and mother.”
I think I can only see one response to this. We might be able to suggest that Jesus' mother still had absolute faith in his teachings, and that he was the Son of God, but she thought he was "out of his mind" for gathering such big crowds. But if we're going to take the Bible's claims seriously about Mary's "conception", then we are bound to ask further questions.
Mary was told, verbatim, from an angel of God, that her son was going to become an extremely powerful man. So powerful that he would rise to become the final and eternal King of the family of Jacob. Are we really to believe that Mary witnessed all of these completely incredible miracles (one that sprung from inside her own body) and the flawless completion of the angel's prophecy, only to become so frightened that this new, unstoppable King of eternity was attracting so much attention that she thought he was crazy?