Sahih Muslim Book 33, Hadith Number 6429.
Chapter : Everyone is born according to his true nature and the command pertaining to the demise of the children of the infidels and of the children of the Muslims.
Abu Huraira reported Allah’s Messenger (may peace be upon him) as saying: The mother of every person gives him birth according to his true nature. It is subsequently his parents who make him a Jew or a Christian or a Magian. Had his parents been Muslim he would have also remained a Muslim. Every person to whom his mother gives birth (has two aspects of his life); when his mother gives birth Satan strikes him but it was not the case with Mary and her son (Jesus Christ).