I do not understand the whole idea of, if Jesus was an innocent child, born to Mary, when did he become God and self aware? Did he exist before his birth on earth?
Yes Jesus existed before his human incarnation. The second consciousness of God entered humanity, Jesus was not created.
I glorified you on earth, having accomplished the work that you gave me to do. And now, Father, glorify me in your own presence with the glory that I had with you before the world existed.
John 1:1-3, 14
In the beginning was the Word, and the Word was with God, and the Word was God. He was in the beginning with God. All things were made through him, and without him was not any thing made that was made. And the Word became flesh and dwelt among us, and we have seen his glory, glory as of the only Son from the Father, full of grace and truth.