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The Bible states this about Christ's birth: "And Joseph arose from his sleep, and did as the angel of the Lord commanded him, and took her as his wife, and kept her a virgin until she gave birth to a Son; and he called His name Jesus (Matthew 1:24, 25)." Neo is literally born into the real world from the womblike incubator that he's existed in all his life. The imagery in the movie is even symbolic of a birth - from an enclosed sac (complete with several umbilical cords), down the chute of the birth canal into the "real world." .
"Behold, the virgin shall be with child, and shall bear a Son, and they shall call His name Immanuel ", which translated means, "God with us" (Matthew 1:23). Christ was also referred to as: the "Son of Man" and "The Chosen One." The name Thomas Anderson (Neo) has special meaning. "Thomas" is linked to "Doubting Thomas." Neo didn't fully believe he was "The One." He had to see for himself that he was "The One." "Anderson" is a name which means "Son of Man," a the name in which Jesus was often referred. The name "Neo" means "new" or "change," and is an anagram for "One," Change is exactly why Neo was there; he wanted to change the world! .
Morpheus both believed and proclaimed that Neo was "The One." He played the "role" of John the Baptist in relation to the story of Christ. .
Morpheus: We've done it Trinity. We found him.
Trinity: I hope you're right.
Morpheus: I don't have to hope. I know it!.
The Bible states this about John the Baptist: "The next day he saw Jesus coming to him and said, "Behold, the Lamb of God who takes away the sin of the world! This is He on behalf of whom I said, 'After me comes a Man who has a higher rank than I, for He existed before me'. And I have seen, and have borne witness that this is the Son of God (John 1:29, 30, & 34).".
Neo's coming, just like Christ, was predicted by a higher power. In the matrix, it was the oracle that predicted it, just as God predicted the coming of Christ.