How appropriate this question is in view of the Easter season. Many theologians throughout the ages have pondered the dilemma of the incarnation, and the best have left it as a divine mystery.
Here is the dilemma, if we can call it that. What might be a dilemma for us is not a dilemma for a more powerful being.
If God created everything and Jesus the second person of the trinity is also God (John 1:1-3), then how can God become man? To use the Latin of St. Anselm, Cur deus homo - why God became man. To put it another way, how could God be created and born through a woman? To put it more pointedly and problematically, how can God with his moral perfection be born into sinful humanity?
Now according to Athanasius, who did more for the church than any early theologian in the area of the deity of Christ, Christ embraced this dilemma on account of his goodness. He did not desire to leave man in ignorance and sin.
To summarize, the dilemma is how could God become man to save man? The answer is: it is a mystery but it does underline God's goodness.