Matthew 1:18

The mystery of Christ's incarnation is to be adored, not pried into. If we know not the way of the Spirit in the formation of common persons, nor how the bones are formed in the womb of any one that is with child (Ecc 11:5), much less do we know how the blessed Jesus was formed in the womb of the blessed virgin. When David admires how he himself was made in secret, and curiously wrought (Psa 139:13-16), perhaps he speaks in the spirit of Christ's incarnation. Some circumstances attending the birth of Christ we find here which are not in Luke, though it is more largely recorded here. Here we have, I. Mary's espousal to Joseph. Mary, the mother of our Lord, was espoused to Joseph, not completely married, but contracted; a purpose of marriage solemnly declared in words de futuro - that regarding the future, and a promise of it made if God permit. We read of a man who has betrothed a wife and has not taken her, Deu 20:7. Christ was born of a virgin, but a betrothed virgin, 1. To put respect upon the marriage state, and to recommend it as honourable among all, against that doctrine of devils which forbids to marry, and places perfection in the single state. Who more highly favoured than Mary was in her espousals? 2. To save the credit of the blessed virgin, which otherwise would have been exposed.

— Matthew Henry's Concise Commentary (public domain)

BIRTH OF CHRIST. (Mat 1:18-25) Now the birth of Jesus Christ was on this wise--or, "thus." When as his mother Mary was espoused--rather, "betrothed." to Joseph, before they came together, she was found--discovered to be. with child of the Holy Ghost--It was, of course, the fact only that was discovered; the explanation of the fact here given is the Evangelist's own. That the Holy Ghost is a living conscious Person is plainly implied here, and is elsewhere clearly taught (Act 5:3-4, &c.): and that, in the unity of the Godhead, He is distinct both from the Father and the Son, is taught with equal distinctness (Mat 28:19; Co2 13:14). On the miraculous conception of our Lord, see on Luk 1:35.

— Jamieson-Fausset-Brown Commentary (public domain)