Because there are 3 persons in one God.The Father, The Son and the Holy Ghost. God is a spirit and when Jesus came down to Earth, He came in a human form and because he was born he had to have a father which is God the Father.
It's a bit confusing and no one can fully understand it. But it's like an egg. With the shell, the white, and the yolk. It is 3 different parts that function as 1 being. It all works together while still being one thing.
John 3:16 for God loved the world so much that He gave His only begotten(created) son... verse 17 for God sent forth his Son into the world... verse 19 most truly I say to you The Son cannot do a single thing of his own initiative but only what he beholds the father doing... Jesus recognized he's place in comparison with Jehovah God. First Timothy 2:5 for there is one God and one mediator between God and men ,a man Christ Jesus.