The virgin birth of Christ is so important because it is one of the ways that the divinity of Christ is manifested in the New Testament. The best way I can think of to explain it is that Christ needed to be half-divine while on earth, and the only way to make that happen was to have Mary give a virgin birth.
For those who haven’t picked up the bible in a while, there’s a part of the story that a lot of people miss. Mary and Joseph weren’t married when Mary found out she was pregnant with Christ. Joseph almost didn’t marry her because he thought that she had cheated on him. Instead, she shared the vision she had with him and they got married.