According to the Bible, Mary became pregnant as a virgin and conceived the baby Jesus by the Holy Spirit (Matt. 1:18). Most Christian churches and communities have anchored this conception story in their beliefs to this day. Whether one wants to believe in a virgin birth or not is an open question here. The Mormons, however, have their own conception of this event. When I first heard about this teaching in 1987 as a convert and young missionary, I was quite shocked because Mormons do believe that this conception was preceded by a sexual act between God (who is said to have a body of flesh and bones) and Mary.

First, Brigham Young:
"When the Virgin Mary conceived the child Jesus, the Father had begotten him in his own image. He was not begotten by the Holy Spirit." (Journal of Discourses, Volume 1, Page 50)
"The birth of the Savior was as natural as the births of our children. It was the result of a natural occurrence. He was of flesh and blood - begotten of His Father as we are of our fathers." (Journal of Discourses, Volume 8, Page 115)

Mormon Apostle Bruce R. McConkie:
"Christ was begotten of an immortal father, as mortal men are begotten of their mortal fathers." (Mormon Doctrine, LDS BOOKS,1979, p. 136)

Joseph Fielding Smith, the 10th President of the Church, taught:
"They tell us that the Book of Mormon and the Bible teach that Christ was begotten by the Holy Spirit. I dispute that statement. The Book of Mormon does not teach such a thing! Neither does the Bible teach." (Doctrines of Salvation, Vol. 1, p. 19)
Well, Joseph Fielding Smith apparently did not know his Book of Mormon, for in its Book of Alma it says:
"And behold, he shall be born of Mary in Jerusalem, which is the land of our forefathers; and she is a virgin, a precious and chosen vessel, and she shall be overshadowed, and by the power of the Holy Spirit conceive, and give birth to a son bring, yea, the Son of God." (Alma 7:10)

It is interesting to note that the Book of Mormon's teachings are much closer to common Christian understanding than the later teachings. As a result, many of the Mormon teachings are also missing from this book. Smith developed Mormonism over the years and Brigham Young continued this development.

But further in the text. The late President Ezra Taft Benson said the following:
"The Church of Jesus Christ of Latter-day Saints proclaims that Jesus Christ is the Son of God in the truest sense of the word. The body in which He fulfilled His mission in the flesh was begotten of the same Holy Being whom we worship as God our Eternal Father .Jesus was not the son of Joseph and he was not begotten of the Holy Spirit. He is the son of the Eternal Father." (The Teachings of Ezra Taft Benson, pages 6-7)

And to get straight to the point: God had sex with Mary.
Now, for most Christians, that statement is outrageous and unimaginable. But it also provokes contradiction in Mormonism, because according to Mormon teaching (plan of salvation) all people were initially spirit children of God and his wife. So also Jesus and Mary. Both were therefore brothers and sisters and children of the divine father. Through the process of procreation, in which God had sex with Mary, there came about the sexual relationship between father and daughter, commonly known as incest...
I'll drop out of the discussion at this point. To be honest, it's beyond my imagination. It is enough if this doctrine is mentioned here and one can always draw conclusions from it.