Jesus taught a Pharisee about the need to be born again to enter the kingdom of God, but that he should not marvel at such a teaching. Nevertheless, the Pharisee did,

Nicodemus answered and said to Him, “How can these things be?” (John 3.9).

He wanted everything explained, although Jesus had just taught that sometimes spiritual truths go beyond our ability to understand, just as there are earthly truths we do not always understand, but we still accept and use them, so let it be with spiritual truths.