Mary was possibly not the first, but certainly the most famous teenager to become pregnant, and then having to deny any responsibility for it. "Honest, dad, it was the Holy Spirit. Really! Joseph never touched me!" Made that excuse her own to which she stuck to, thereby spoiling it for all future teenage mothers. She was the daughter of Saints Joachim and Anne, often referred to as the "Virgin" Mary.
It is interesting that, according to the Christian doctrine of the "Perpetual Virginity", Mary was not only a virgin before becoming pregnant - but she remained one after giving birth.
If you're going to believe one impossible thing - why not believe two for the same price?
Conservatives use her as a vision of sexual abstinence for their little girls, saying that you shouldn't enjoy one of the best thing on earth until after you get hitched. This is usually seen as proof that conservatives are insane. And plus, just like Jesus Christ, Mary was also a liberal and a feminist who is blessed amongst women.
Sexless births in nature - parthenogenesis
Parthenogenesis is a form of asexual reproduction where growth and development of embryos occur without fertilization. This phenomenon not naturally observed in mammals (although it has been artificially induced in rabbits). In animals using the XY chromosome system, parthenogenesis always results in female offspring. Of course, this implies that any mythological figures who was born through virgin births are incorrect at least from the standpoint of genetics.