The first fulfillment of prophecy in the New Testament about the birth of Jesus is found in Matthew 1:23.
Matthew 1:23 (NKJV)
“Behold, the virgin shall be with child, and bear a Son, and they shall call His name Immanuel,” which is translated, “God with us.”
This is the first of numerous quotations (most of them Messianic) that Matthew takes from the Old Testament. Immanuel, referring to Jesus, means “God is with us.” God is with us in 3 ways:
First, God is with us in the birth of Jesus because Jesus was God manifested in a human body. (See John 1:1, 14.)
Second, God is with us in the person of Jesus because Jesus Himself said (in Matthew 28:20), “I am with you always, even to the end of the age.”
Third, God is with us in the person of the Holy Spirit because Jesus said (in John 14 verses 16 and 17), “And I will pray the Father, and He will give you another Helper, that He may abide with you forever— the Spirit of truth, whom the world cannot receive, because it neither sees Him nor knows Him; but you know Him, for He dwells with you and will be in you.”
Jesus was saying to those who were listening to Him that He was with them, but after His resurrection, He would be in them in the person of the Holy Spirit. Jesus is alive today and He’s praying that the provision He died to give you would manifest in your life. Salvation is found in Jesus and all the benefits of that salvation (in Christ) are manifested by the Holy Spirit. Get excited because God is with you ALWAYS.