If God created everything like the Bible says he did, how hard would it be for him to create a Y chromosome?

You think this is a problem for a God that created everything - bacteria, whales, pebbles, mountains, and humans - including their chromosomes - in the first place?

I always thought Jesus was conceived without sex. It said nothing about no sperm. There is a... phenomenon called virgin birth, in which women become pregnant without actually having sex. Does that help?

According to the myth, Jesus is not a created being. He is born. According to some interpretations, Gabriel sexually impregnated Mary. I'm not going to write a dissertation on this one. But there are comparisions to Old Testament phrasing which specifically and clearly meant sexual intercourse. I'll give two examples from Luke: Luke 1:28, "And the angel came in unto her, and said, Hail, thou that art highly favoured, the Lord is with thee: blessed art thou among women." Now compare to Genesis 29:20-30, "And Jacob served seven years for Rachel; and they seemed unto him but a few days, for the love he had to her. And Jacob said unto Laban, Give me my wife, for my days are fulfilled, that I may go in unto her. And Laban gathered together all the men of the place, and made a feast. And it came to pass in the evening, that he took Leah his daughter, and brought her to him; and he went in unto her...And Jacob did so, and fulfilled her week: and he gave him Rachel his daughter to wife also. And Laban gave to Rachel his daughter Bilhah his handmaid to be her maid. And he went in also unto Rachel , and he loved also Rachel more than Leah, and served with him yet seven other years." Luke 1:35, "And the angel answered and said unto her, The Holy Ghost shall come upon thee, and the power of the Highest shall overshadow thee: therefore also that holy thing which shall be born of thee shall be called the Son of God." Now, from a traditional Christian reading of this, Gabriel tells Mary that the Holy Spirit will come to her and impregnate her. The traditional belief is that this was non-sexual, and it differs on whether Mary's own egg was used, or she was impregnated with a child not of her own biology. Either way, there was a miraculous impregnation requiring the magical creation of either sperm or an embryo.