Comf, he could have made that statement on the basis of what had been told to him by his mother and foster father, their having been told by Gabriel that Jesus' father was God. Also, I think the Israelites viewed God as their father much like Christians do today.
Isaiah 63 (NIV)
16 But you are our Father,
though Abraham does not know us
or Israel acknowledge us;
you, O Lord , are our Father,
our Redeemer from of old is your name.