Where did Jesus really come from? He Himself answers that question when He said, "I have come down from heaven, not to do my own will, but the will of him who sent me." John 6:38. I believe Jesus was referring to His spirit which, no doubt whatsoever, came from heaven but He was also a man so He had a human lineage as well.



Part of the belssing that GOD bestowed on HIS servant, King David, was that he would be the ancestor of the One who would save the world from sin. So, in the mortal sense, Jesus was descended from the lineage of King David and going further back, from Abraham.



Jesus' birth was supernatural. He was not born as a result of copulation and fertilization like the rest of us.  The seed was planted in Mary's womb by the Holy Spirit and Christ was conceived through the immaculate conception.  This was the only way GOD could have become flesh in order to fulfill HIS purpose, which was to die for our sins.



In the broader sense, Jesus didn't come from anywhere or better yet, Jesus came from everywhere. Jesus is the Word, which we learn from the book of Genesis and the Word always existed along with GOD as part of the Holy Trinity. When GOD decided to make the ultimate sacrifice in order to allow us to reconcile with HIM, HE manifested HIMSELF as the Word into flesh to achieve HIS purpose.



Jesus was both man and GOD and His birth fulfilled a promise GOD made to David on the mortal side and on the heavenly or GODLY side, Jesus' birth fulfilled the promise GOD made to us.