Why do Christian's associate Jesus as the son of God? Hi to the Christian community.

I've always wondered why Christian's associate Jesus as the son of God? Let me elaborate. I am Muslim, and in Islam we believe that God has no partner. He is alone.  


  Praise be to Allah, Who hath not taken unto Himself a son, and Who hath no partner in the Sovereignty, nor hath He any protecting friend through dependence. And magnify Him with all magnificence. (Chapter (17) sūrat l-isrā (The Night Journey))


In Christianity Jesus is referred to as 'Son of God'. To have a son - God had to have some sort of sexual relation right? If Jesus is a human, what is God? Could someone please 'kindly' explain? Thanks and would appreciate any clarification.
Not all denominations of Christianity give the same answer to this question. But probably all Christians can agree that we believe Jesus to be the Son of God, because he said he was, and the Scriptures repeatedly tell us that's who he is:


  "For God so loved the world, that he gave his only begotten Son, that
  whosoever believeth in him should not perish, but have everlasting
  life." (John 3:16)


See, "Jesus Christ, Divine Sonship" for many more scriptures.