Jesus

It's curious to me why God didn’t tell Joseph the news about the virgin birth at the same time He told Mary or, even more curious (since I know God always has His reasons), whether or not Mary ever told or tried to tell her betrothed the life-changing news (for them both) that God had shared with her weeks or more likely months before Joseph had his dream?

The text in Matthew 1:18-25 never says anything like “you can believe what Mary said about where the baby came from” or even lets Joseph know that Mary is already on board with the plan.

Mathew 7:28-29 "When Jesus had finished these words, the crowds were amazed at His teaching; for He was teaching them as one having authority, and not as their scribes"... (Also see Mark 1:21-22 and Luke 4:31)

It just hit me the other day how people react to truth... I was in a group where when one person told another they were doing something wrong, it was answered by saying he had no authority over him...

Explanation

The last time we saw Jesus he was in Galilee. We might have been wondering where he was and why sudden attention had been given to John the Baptist. But it was necessary that we meet John for two reasons, First so that we could see him calling the people of Israel to repentance and baptizing them as they responded (Matthew 3:1-2, 5-6). Secondly, we needed to hear John announce the coming of the Messiah (Matthew 3:11-12). It was, in a manner of speaking, immediately after his announcement that Jesus comes to John who was at the Jordan (Mat. 3:6) in order to be baptized by him. Like all the crowds before him, Jesus walked into the Jordan river where John was, expressing his desire to be baptized. Keener stands alone in noting the inherent humility displayed by Jesus at his baptism, "In a traditional Mediterranean culture where society stressed honor and shame, Jesus relinquishes his rightful honor to embrace other's shame. After Jesus' public act of humility, God publicly identified Jesus as his own son..."¹
John was aware, to a certain extent, who Jesus was at least in his character. It is doubtful that his mother Elizabeth would have kept the nature of Jesus' birth a secret from John who himself was a miraculous baby. Those are the kinds of stories which are told repeatedly to children as they grow up. John grew up in the hill country of Judah (Luke 1:39) while Jesus was growing up in Galilee. Nevertheless they very likely had some exposure to each other growing up despite the distance even if only at the yearly feasts in Jerusalem. Even today it is common among extended families to know something of the character of other children. John surely would have at least heard stories about "what a good boy" Jesus was and coupled those stories with those of his birth.
Before John was even born the fullness of the Spirit of God led him to know Jesus for who he was (cf Luke 1:15). This does not mean that John knew for certain in adulthood that Jesus was the Messiah however. John 1:32-34 reveals that the Baptist did not recognize Jesus as the one who "baptizes in the Holy Spirit" until after he saw the Holy Spirit come on Jesus in the form of a dove. He may have suspected it prior to this moment but confirmation of his identity was needed - not only now, but also later in Matthew 11:3.
Against this backdrop of knowledge John the Baptist came preaching repentance and spent a good part of his days baptizing and preaching to the crowds that came out to him. He would

Matthew 3:17

When the crowds came to John for baptism they confessed their sins (Mat. 3:6). But Jesus makes no confession, he is praying (Luke 3:21). The only voice heard at Jesus' baptism is indeed a confession but it is the Father's confession of Jesus' identity. There is a sense in which this baptism is the inauguration of the king. The exclamatory phrase καὶ ἰδοὺ again turns the reader's attention to another new and unexpected event.¹ The prior event was visible, this second event is auditory. A voice is heard coming out of the heavens. The anarthrous φωνὴ most likely focuses on the character of the voice rather than trying to classify it in other ways.² The prepositional phrase ἐκ τῶν οὐρανῶν concludes with the ablative of source.³ The verbal participle λέγουσα functions as an indicative verb and reveals the content of the voice's statement.
The content of the message is primarily that of identification. This announcement

Matthew 3:16

Apart from the fact that Jesus confessed no personal sin as he was being baptized, the process of baptism probably did not vary from the several which John had already performed. As Jesus came up out of the water however, all heaven broke loose.