We tell Isaac a fanciful tale of when Mommy was a mermaid and Daddy was a pirate ... and how we met once out at sea ... and that Mommy decided to become a human so that she could live a mortal life with Daddy ... and raise a family together ... etc. And that during that time Isaac was an angel waiting to become our baby. And that we are currently living out our happily ever after.
He loves it. And so do we. Reality is what you make it :)