Israel's messianic hope is complex. The simple part is that there is expectation of a physical leader from the line of David who will deliver Israel from all foreign occupation and lead her to health and prosperity. (This is the "messiah" most orthodox Jews look for to this day). The complex part is that the Jewish scriptures themselves speak of this messiah in divine terms. The very notion of a physical successor to King David's throne who at the same time is God seems to be acutely non-Jewish.
For example: "to us a child is born, to us a Son is given, and the government will be on His shoulders. And He will be called Won derful, Counselor, Mighty God, Everlasting Father, Prince of Peace. Of the increase of His government and peace there will be no end. He will reign on David's throne and over His kingdom, establishing and upholding it with justice and righteousness from that time on and forever" (Isaiah 9:6,7).
The question is, how can a man be God? There's only one way: only if God unilaterally chooses to become man himself. A man can aspire to be God, but he can never become God — he doesn't have the power. But God has the power to become man. Only ultimate power has the power of self-limitation (Philippians 2:5-11). That's why the message of the angel to Joseph is so vital — "what is conceived in her is from the Holy Spirit" (v.20). Only God can become man, and be wholly God and wholly man at the same time.