The Bible teaches that Jesus was born of a virgin. In fact, this was predicted 700 years before His birth. Isaiah 7:14 states

Therefore the Lord himself shall give you a sign; Behold, a virgin shall conceive, and bear a son, and shall call his name Immanuel.

Isaiah 7:14 KJV

The word Immanuel means "God with us". When Matthew wrote of the birth of Jesus, Matthew also stated that this fulfilled Isaiah's prophecy.

And she shall bring forth a son, and thou shalt call his name JESUS: for he shall save his people from their sins. Now all this was done, that it might be fulfilled which was spoken of the Lord by the prophet, saying, Behold, a virgin shall be with child, and shall bring forth a son, and they shall call his name Emmanuel, which being interpreted is, God with us.

Matthew 1:21-23 KJV

Because Jesus was born of a virgin, he didn't come into the world by Adam. That has a certain degree of importance.

For as in Adam all die, even so in Christ shall all be made alive.

1 Corinthians 15:22 KJV

All die through Adam because of his sin. Since Jesus did not come by Adam, He had no sin. Jesus both claimed to be righteous (morally right) and challenged people to prove otherwise

Which of you convinceth me of sin? And if I say the truth, why do ye not believe me?

John 8:46 KJV

He that speaketh of himself seeketh his own glory: but he that seeketh his glory that sent him, the same is true, and no unrighteousness is in him.

John 7:18 KJV

The apostles lived with Jess for three years. If He was a sinful man, the apostles would have known it. The apostles said just the opposite - that He was sinless

For even hereunto were ye called: because Christ also suffered for us, leaving us an example, that ye should follow his steps: Who did no sin, neither was guile found in his mouth:

1 Peter 2:21-22 KJV

And ye know that he was manifested to take away our sins; and in him is no sin.

1 John 3:5 KJV

For he hath made him to be sin for us, who knew no sin; that we might be made the righteousness of God in him.

II Corinthians 5:21 KJV

For we have not an high priest which cannot be touched with the feeling of our infirmities; but was in all points tempted like as we are, yet without sin.

Hebrews 4:15 KJV

For such an high priest became us, who is holy, harmless, undefiled, separate from sinners, and made higher than the heavens;

Hebrews 7:26 KJV

Even Judas said He was innocent.

Saying, I have sinned in that I have betrayed the innocent blood. And they said, What is that to us? see thou to that.

Matthew 27:4 KJV

Why is it important that Jesus be sinless? Because the Lamb of God must be spotless.

Your lamb shall be without blemish, a male of the first year: ye shall take it out from the sheep, or from the goats:

Exodus 12:5 KJV