From Wikipedia

The Man Behind The Legend

Alexander

Alexander was born on
20 (or 21) July 356 BC,
in Pella, the capital of the Kingdom of Macedon. He was the son of Philip II, the King of Macedon. His mother was Philip's fourth wife Olympias, the daughter of Neoptolemus I, the king of the northern Greek state of Epirus. Although Philip had either seven or eight wives, Olympias was his principal wife for a time.

As a member of the Argead dynasty, Alexander claimed patrilineal descent from Heracles through Caranus of Macedon. From his mother's side and the Aeacids, he claimed descent from Neoptolemus, son of Achilles;Alexander was a second cousin of the celebrated general Pyrrhus of Epirus, who was ranked by Hannibal as, depending on the source, either the best or second-best (after Alexander) commander the world had ever seen.

According to the ancient Greek historian Plutarch, Olympias, on the eve of the consummation of her marriage to Philip, dreamed that her womb was struck by a thunder bolt, causing a flame that spread "far and wide" before dying away. Some time after the wedding, Philip was said to have seen himself, in a dream, sealing up his wife's womb with a seal upon which was engraved the image of a lion. Plutarch offers a variety of interpretations of these dreams: that Olympia was pregnant before her marriage, indicated by the sealing of her womb; or that Alexander's father was Zeus. Ancient commentators were divided as to whether the ambitious Olympias promulgated the story of Alexander's divine parentage, some claiming she told Alexander, others that she dismissed the suggestion as impious.

On the day that Alexander was born, Philip was preparing himself for his siege on the city of Potidea on the peninsula of Chalkidiki. On the same day, Philip received news that his general Parmenion had defeated the combined Illyrian and Paeonian armies, and that his horses had won at the Olympic Games. It was also said that on this day, the Temple of Artemis in Ephesus—one of the Seven Wonders of the World—burnt down, leading Hegesias of Magnesia to say that it burnt down because Artemis was attending the birth of Alexander.