"Behold, you will conceive...and bring forth a Son, and shall call His name Jesus." (Luke 1:31)
The Old Testament
 
Isaiah 7:14
The Lord Himself will give you a sign:
Behold, the virgin shall conceive and bear a Son,
and shall call His name Immanuel.
Isaiah 9:6
For unto us a Child is born,
Unto us a Son is given;
And the government will be upon His shoulder.
And His name will be called
Wonderful, Counselor, Mighty God,
Everlasting Father, Prince of Peace.
Psalm 50:2,3
Out of Zion, the perfection of beauty,
God will shine forth.
Our God shall come,
And shall not keep silent.
Psalm 132:6-8

"Behold, we heard of it in Ephrathah;
We found it in the fields of the woods.
Let us go into His tabernacle;
To worship at His footstool.
Arise, O Lord, to Your resting place,
You and the ark of Your strength."
Isaiah 24:9
"Behold, this is our God;
We have waited for Him,
and He will save us.
This is the Lord;
We have waited for Him;
We will be glad and rejoice in His salvation."
The New Testament
Luke 1:19
[Speaking to Zacharias in the temple] "I am Gabriel, who stands in the presence of God, and was sent to speak to you and bring you these glad tidings."
Luke 1:26-31, 38
Now in the sixth month the angel Gabriel was sent by God to a city of Galilee named Nazareth, to a virgin betrothed to a man who name was Joseph, of the house of David. The virgin's name was Mary.

And having come in, the angel said to her, "Rejoice, highly favored one, the Lord is with you; blessed are you among women!"

But when she saw him, she was troubled at his saying, and considered what manner of greeting this was. Then the angel said to her, "Do not be afraid, Mary, for you have found favor with God. And behold, you will conceive in your womb and bring forth a Son, and shall call His name Jesus...."

Then Mary said, "Behold the maidservant of the Lord! Let it be to me according to your word." And the angel departed from her.

Matthew 1:20-21
[Speaking to Joseph in a dream] "Joseph, son of David, do not be afraid to take to you Mary your wife, for that which is conceived in her is of the Holy Spirit. And she will bring forth a Son, and you shall call His name Jesus, for He will save His people from their sins."
Luke 2:8-10
[The shepherds are keeping watch over their flock by night.] And behold, an angel of the Lord stood before them, and the glory of the Lord shone around them, and they were greatly afraid. Then the angel said to them, "Do not be afraid, for behold, I bring you good tidings of great joy which will be to all people."

The Heavenly Doctrines

The Angel Gabriel
Heaven and Hell 57 Each person has been created that he may come into heaven and become an angel.
 Arcana Coelestia 4220 In the next life those who during their lifetime have been receiving Divine things which are the Lord's - that is, who have been receiving His love towards the whole human race, and so those who have been receiving charity towards the neighbor, also those who have been receiving reciprocal love to the Lord - are granted intelligence and wisdom, and indescribable happiness. For they become angels and thus human beings in the truest sense.
 Heaven and Hell 52 [A]n entire angelic society sometimes appears as a one in the form of an angel.... "Michael," "Gabriel", and "Raphael" are no other than angelic societies so named from their functions.
Apocalypse Revealed 548

By "Michael" is not understood any archangel, nor by "Gabriel" and "Raphael," but ministries in heaven are understood.... By "Gabriel" is understood the ministry with those who teach out of the Word that Jehovah has come into the world and that the Human He acquired there is the Son of God and Divine. For this reason the angel who announced this to Mary is called "Gabriel."

The Lord's Mission
True Christian Religion 2:1-3

The Lord from eternity, who is Jehovah, came into the world to subjugate the hells and to glorify His Human. Without this no mortal could have been saved; and those are saved who believe in Him.
Arcana Coelestia 2077:1,2

The Lord's affection or love was Divine, being toward the universal human race, which He willed to completely adjoin to Himself, and to save to eternity, by means of the union of His Human Essence with His Divine Essence. From this love the Lord continually fought against the hells. And in the union of His Human with His Divine, He regarded nothing but the conjunction of the Divine with the human race. Love such as the Lord had transcends all human understanding, and is in the highest degree incredible to those who do not know what the heavenly love is in which the angels are. To save a soul from hell, the angels would regard death as nothing, nay, if it were possible they would undergo hell for that soul.

The Divine Human
Doctrine of the Lord 19:2

The Lord's Human, conceived of Jehovah the Father, and born of the virgin Mary, is the Son of God.
True Christian Religion 92

The Human whereby God sent Himself into the world is the Son of God. The Lord frequently says that the Father sent Him, and that He was sent by the Father. This He says, because "being sent into the world" means to descend and come among people; and this was done by means of a human which He took on through the virgin Mary....

[T]he Divine that He had was from Jehovah the Father, and the human from the mother. These two united are the Son of God. This is evident from the account of the Lord's birth, as given in Luke.
True Christian Religion 89

Since it was God who descended, and since He is Order itself, it was necessary, if He was to become man actually, that He should be conceived, carried in the womb, born, educated, acquire knowledges gradually, and thereby be introduced into intelligence and wisdom. In respect to His Human He was, for this reason, an infant like other infants, a boy like other boys, and so on; with the sole difference that this development was accomplished in Him more quickly, more fully, and more perfectly than in others.

Apocalypse Explained 1104:5

That the Divine is in the Lord's Human as the soul is in the body the Word teaches and testifies in Matthew and in Luke.... [T]his makes clear that the Divine was in the Lord from conception, and that the Divine was His life from the Father, which life is the soul.
Arcana Coelestia 2523:2

As regards the Lord's life itself, it was a continual progression of the Human to the Divine, even to absolute union. For in order that He might combat with the hells and overcome them, He must needs do it from the Human. For there is no combat with the hells from the Divine. It therefore pleased Him to put on the human like another person, to be an infant like another, to grow up into knowledges. Thus it pleased Him to cultivate the rational as another person, and in this way to disperse its shade, and bring it into light, and this from His own power. That the Lord's progression from the Human to the Divine was of this nature, can be denied by no one if he only considers that He was a little child, and learned to talk like one; and so on. But there was this difference: that the Divine Itself was in Him, seeing that He was conceived of Jehovah.
Apocalypse Explained 1104:3

Take heed not to think of the Lord as a person like yourself, but think of the Lord as Man who is God.

Mary
True Christian Religion 102

It is believed that the Lord as to His Human not only was, but still is, the son of Mary.... It is true that He was the son of Mary, but not true that He still is. For by the acts of redemption He put off the human from the mother and put on a Human from the Father. This is why the Human of the Lord is Divine, and in Him God is Man, and Man is God. That He put off the human from the mother and put on a Human from the Father, which is the Divine Human, is shown by the fact that He Himself never called Mary His mother.

see True Christian Religion 102:3

Mary appeared in heaven in white raiment like silk and said that she had been the mother of the Lord, who was born of her, but that He, having become God, had put off everything human that He had derived from her, and that she therefore worshiped Him as her God, and was unwilling that anyone should acknowledge Him as her son, because in Him all is Divine.