Yeah, I never really got that either.
So supposedly there's this all-powerful god who created everything and can do anything.
He can't just simply forgive us for "sins?" Just say, "ok, you're a good person, I forgive you!" No, there has to be this whole complicated virgin birth thing, in ancient history, in a backwater country that was a minor province of the Roman empire. There has to be an actual physical sacrifice, of a son of god. There has to be the whole resurrection thing.
Wouldn't an all-powerful god come up with a better and simpler plan? Like just tell us that if we do something bad, regret it, and try not to do it any more, then it's all good? Why all the complexity and bloodshed?
Of course, if you understand that it's all a bunch of fantastical made-up mythology, then all the nonsense is perfectly reasonable :)