This question touches on one of the most profound mysteries ever: the nature of God. Jesus spoke often on this subject, and of His own unique relationship to God. The quote above comes from the Gospel of John:
John 14:28 You heard me say, “I am going away and I am coming back to you.’ If you loved me, you would be glad that I am going to the Father, for the Father is greater than I.”
Jesus frequently described His relationship with God as that of father and son, as he does in this verse. God, of course, is not a human father. So, while Jesus is the son of Mary biologically, He is the Son of God spiritually. That is, God—who is spirit—took on human form in the womb of the virgin, Mary. As the Scripture says:
Luke 1:35 The angel answered, “The Holy Spirit will come upon you, and the power of the Most High will overshadow you. So the holy one to be born will be called the Son of God.
Taking on a human body took nothing away from who God is as Spirit. He was not diminished in any way. He did not cease to be God in Spirit; rather He revealed Himself in human form while still maintaining His eternal nature. That’s why Jesus could accurately speak of Himself as the great “I Am”—Yahweh—who called Abraham from Ur of the Chaldees and who gave Moses the Ten Commandments:
John 8:58 “I tell you the truth,” Jesus answered, “before Abraham was born, I am!”
And yet, He could also refer to Himself in John 10:30 as a being separated from God by self-imposed physical limitations in His human form (“I” and “the Father”) — while still being perfectly united with God in the Spirit:
John 10:30 “I and the Father are one.”
Jesus’ self-description of His uninterrupted unity with God, while acknowledging the limitations that He willingly placed upon Himself as a human being, is what captured the apostle Paul with wonder and awe:
Phil. 2:5-8 Your attitude should be the same as that of Christ Jesus: Who, being in very nature God, did not consider equality with God something to be grasped, but made himself nothing, taking the very nature of a servant, being made in human likeness. And being found in appearance as a man, he humbled himself and became obedient to death—even death on a cross!
The ironic thing in all this is that the very same people who say things like, “Why doesn’t God reveal Himself in a tangible, human form to prove He is God,” are often the same people who ridicule the Good News that God has indeed done just that:
Col. 1:19-20 For God was pleased to have all his fullness dwell in him, and through him to reconcile to himself all things, whether things on earth or things in heaven, by making peace through his blood, shed on the cross.