The sad truth is that, as cool as prophecies are, we tend to suffer from a lot of confirmation bias about them. That's why things like horoscopes and tarot cards can work. When we want to believe, we see the situation in a way which meets our expectations. This isn't limited to spirituality by any stretch, it's the main reason people disagree about *anything* and get so entrenched in their views.
I looked through a (skeptic's) list of Jesus prophecies, looking for one about him being the son of God. The closest I could find was Hosea 11:1. Matthew quotes it:
2:15 And was there until the death of Herod: that it might be fulfilled which was spoken of the Lord by the prophet, saying, Out of Egypt have I called my son.
Seems like a pretty clear prophecy. It's not like Jesus was born in Egypt, but by fleeing to it at a young age, God can then call him out of it later.
Except the actual Hosea verse is... well, here:
11:1 When Israel was a child, then I loved him, and called my son out of Egypt.
It's a reference to the Exodus, not Jesus. Israel is the figurative son of God. The context of the chapter is clear about that, but here's more support from Exodus:
4:22 And thou shalt say unto Pharaoh, Thus saith the LORD, Israel is my son, even my firstborn:
So that particular "prophecy" wasn't a prophecy at all, just a reminder of God's previous acts for Israel.
The only other prophecy (that I could find, anyway) of Jesus as God's son is Isaiah 7:14. Here's what Matthew says:
1:22 Now all this was done, that it might be fulfilled which was spoken of the Lord by the prophet, saying,
1:23 Behold, a virgin shall be with child, and shall bring forth a son, and they shall call his name Emmanuel, which being interpreted is, God with us.
And here's the prophecy from Isaiah. I suggest following the link because it's an... interesting prophecy, which I can't do justice to without a massive quote:
http://skepticsannotatedbible.com/is/7.html7:10 Moreover the LORD spake again unto Ahaz, saying,
7:11 Ask thee a sign of the LORD thy God; ask it either in the depth, or in the height above.
7:12 But Ahaz said, I will not ask, neither will I tempt the LORD.
7:13 And he said, Hear ye now, O house of David; Is it a small thing for you to weary men, but will ye weary my God also?
7:14 Therefore the Lord himself shall give you a sign; Behold, a virgin shall conceive, and bear a son, and shall call his name Immanuel.
To summarize: The king of Judah, Ahaz, is worried about Syria (as he should be, it turns out later). God promises that Syria won't defeat Judah and replace him as king. And God volunteers a sign, in this context: A "virgin" will bear a child named Immanuel.
So there are a few problems with this prophecy as relates to Jesus.
1) Jesus arrived far too late to reassure Judah about the coming invasion from Syria. (Apparently Syria kicked ass and took slaves... but didn't place a king, so God was right).
2) Jesus was never called Immanuel
3) The word in Isaiah apparently translates to "young woman", not "virgin". At least according to some scholars.
So this prophecy also was mistakenly associated with Jesus by Matthew.
And... Those were the only two prophecies I could find which supposedly predicted Jesus's divine or virgin birth. Also, divine/virgin birth was super common among mythological heroes, as this list shows:
http://listverse.com/2009/04/13/10-christ-like-figures-who-pre-date-jesus/