There are three different versions of Merlins birth.
The first story of Merlins birth: Geoffrey of Monmouth
The first written record of Merlins birth comes from Geoffrey of Monmouth, a cleric who taught at Oxford schools between 1129 and 1151 CE, and became the Bishop of St. Asaph in 1151.
Geoffrey presents Merlin as the son of an intensely Christian princess--perhaps the daughter of King Demetius or King Kustennin (if she was the daughter of Kustennin, that made her a sister of Uther, thereby making Merlin a cousin of Arthur) --who was seduced by a demon or devil, or became pregnant without her knowledge. Thus, Merlin had super-human powers, but was raised to be a strong Christian by his mother, who later entered a convent.
This imagery fits nicely into the Christian concepts of Light v. Dark, with references to the Virgin Birth as well.
This Merlin was called Merlin Ambrosius in Geoffreys earliest writings, when he mixed a fifth-century Merlin-like figure with his more famous sixth-century Arthurian counterpart.
Geoffrey was the first to call him "Merlin," in Latin, Merlinus. The original name was Myrddin, which would have Latinized to Merdinus. Geoffrey knew that his Norman readers would link the name to the French word, merde, a word which scholars euphemistically translate as dung.
To avoid this embarrassment, Geoffrey decided to alter one letter, so today we call King Arthur's mentor "Merlin."
The second story of Merlins birth: His Welsh family tree
According to Welsh history, Merlins ancestry was human, with strong links to the gods. Merlin's earliest known ancestor in this family tree, was Coel Godebog.
Merlin's Welsh Family Tree
Coel Godebog
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Mor (or Dylan Eil Ton?)
[has twin brother, Lleu Llaw Gyffes]
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Morydd
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Madog Morfryn (or Morgan Frych), Prince of Gwynedd/Vendotia
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Merlin
[has twin sister, Gwenddydd]
One intriguing part of this story is Merlins great-grandfather, Mor. According to legend, he may be Dylan Eil Ton, the son of the goddess, Aranrhod. Mors (or Dylan's) twin brother was Lleu Llaw Gyffes, the Welsh counterpart of the Irish god of light, Lugh, for whom Lughnasad was named.
Aranrhod was the daughter of the great god, Don (or Danu). She is one of the leading figures in the pre-Celtic and Celtic mythological history, the Mabinogion.
Aranrhod is the goddess of the starry wheel, who rules at Caer Siddi, the magical realm of the north. In some legends, this land is also called Annwn, the site visited by King Arthur and Taliesin.
In this family tree, Merlin was a twin, just as his great-grandfather was. Merlin's sister was Gwenddydd, also called Ganieda in Latin. She was the wife of King Rydderch of Strathclyde (Scotland), and she features in additional Merlin lore.
The third story: Merlin was never born and never died
Today's most popular images of Merlin feature him as a ancient wizard with immense spiritual powers. He was never born, never married, never had children, and never died. This follows the long-standing spiritual tradition of many gods and god-like figures.
One of his most notable counterparts is Melchisedec, who is mentioned briefly in the Bible, in Genesis and Hebrews. About Melchisedec, the Bible says:
"Without father, without mother, without descent, having neither beginning of days, nor end of life" (Hebrews 7:3, KJV)
This parallels the concept that Merlin remains alive in his invisible palace of glass, awaiting the time when Arthur will return to the throne of England and rule in a second Camelot.
The theory I like: Merlin was a half faery
A long time ago, when the Gods cared, a girl on Ynys Wydryn caught the eye of one of the faeries. He fathered a child upon her. Unfortunately, the girl, her name was Aldan, died in childbirth. The elf grieved, but, true to most of his kind, soon almost forgot her and retained no memory of his child. He could not be blamed; he was what he was, and could be no different.
His mother, in her dying moments, had named the child Myrddin, but Myrddin always referred to himself as Merlin. Whether he had decided that would be his name of his own accord, or that as a child he simply could not pronounce his birth-name, Merlin was what everyone else also took to calling him.
When Merlin was fourteen, he undertook the druids training. He was an amazingly sharp pupil. To cut a five year story short, Merlin was acclaimed a full Druid at the age of nineteen. This was remarkable progress; Druid training on average took over a decade. Yet Merlin was not a conventional Druid. He had magic, not the druidic kind, of herbs and tricks, but innate magic. He could shapechange, and control the elements. His greatest gift though, was the power of prophecy. He knew things before they happened, had visions and heard, on the rarest occasions, the voices of the Gods.
He predicted, and helped to achieve, the triumph of Uther over Vortigern. He knew of Arthwrs birth years before, and also helped that come about. But he did not know all of the future, only important events, and not all of those. He had no foreknowledge of Nimue entering his life.
Merlin did not advise Arthwr against wedding Gwenhwyfar. He knew she might prove unfaithful, but she was just as meant to be Queen as Arthwr to be King. Besides, nothing is certain. Gwenhwyfar might not have been adulterous. She was though, but it was not the major downfall of Britain. Morgana le Fays plots and subtle rebellions were the main cause, and it is her doing that Gwenhwyfar was blamed.
Merlin took Arthwr secretly to Ector when he was only a babe, due to the bargain he made with Uther over the Lady Igerna. Arthwr was raised as Ectors son, though he was told that he was a foundling. Merlin was his, sporadic, tutor. Arthwr saw Merlin as the father he never had, even though Merlin, due to his faery blood, never seemed to be older than twenty-five, whilst Arthwr grew old. He was nearing fifty when Nimue took him across the sea to Avalon. However, Merlin began his enchanted sleep when Arthwr was thirty one.
Nimue, though she was fully human, also did not age. This was because of the punishment laid on her and Merlin by the Gods. They were not allowed to grow old and die until their duty to Britain, was fulfilled.
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