This is a topic covered in the new Sunday school magazine from CPAD publishing house. It's a subject that creates some doubts and controversies. We are used to seeing that Jesus was never created, that he has always existed, and that he is God. And, in fact, these are the characteristics of Jesus. However, there is the concept called "eternal generation." It is a concept foreseen in the Nicene Creed and explains passages such as Micah 5:2, Hebrews 1:3, and Psalm 2:7. See:

"But you, Bethlehem Ephrathah, though you are small among the clans of Judah, out of you will come for me one who will be ruler over Israel, whose origins are from of old, from ancient times." Micah 5:2

"The Son is the radiance of God’s glory and the exact representation of his being, sustaining all things by his powerful word. After he had provided purification for sins, he sat down at the right hand of the Majesty in heaven,'' Hebrews 1:3.

"I will proclaim the decree of the Lord: He said to me, 'You are my Son; today I have begotten you.'" Psalm 2:7

These verses do not say that Christ was created, but rather that he was begotten. This begetting would have been in eternity, outside of time, and is a continuous act. That is, this begetting had no beginning and no end. It happens eternally and internally in God. Similarly, the Holy Spirit proceeds from both persons. This doctrine is a little more complicated to understand, but it is part of Christian doctrine. It explains why Christ is called "Son of God," because he is eternally being begotten in God.