If you are interested in learning more about the Heidelberg Catechism, of if you would like to go deeper into the catechism with Scripture passages and additional resources, you should really check out this site. It has a lot of really helpful information to explain and further develop this great catechism for the church. 

Question 35: What do you confess when you say: He was conceived by the Holy Spirit, born of the virgin Mary?

Answer: The eternal Son of God, who is and remains true and eternal God, took upon himself true human nature from the flesh and blood of the virgin Mary, through the working of the Holy Spirit.  Thus, He is also the true seed of David, and like his brothers in every respect, yet without sin. 

Question 36: What benefit do you receive from the holy conception and birth of Christ?

Answer:  He is our Mediator, and with his innocence and perfect holiness covers, in the sight of God, my sin, in which I was conceived and born.