Is the Dragonborn born a Dragonborn? Is it a bloodline that stems back to Miraak (since cross-species unions are possible) or Akatosh via shapechanging?
Is the Dragonborn "blessed" in some way?
Or is it something that actually happens as a result of a process?
Number 3# is my favorite theory where the Dragonborn becomes a Dragonborn not by anything predestined but because he absorbs the soul of the Dragon he slays outside of Whiterun. Ironically, the act which confirms him as a Dragonborn is the one which MAKES him a Dragonborn.
Sadly, this has some logical holes but fits with the way Azura chose her champion.