Hebrews 1:5 For to which of the angels did God ever say, ‘You are my Son; today I have become your Father’? Or again, ‘I will be his Father, and he will be my Son’?
Both in the Old Testament and in the New Testament we see how God called Jesus His Son and this was witnessed by various people who faithfully passed those words on to us.
God chose to do things the way He did because He knew we would continue to fall short of the mark every day.
Continue to trust God's Word and believe in Jesus Christ and He will continue to look out for you and make sure you join Him in Heaven!