Yes, we know that Jesus Christ was Do you believe that Jesus always had a body or was He born?
From Joseph Smith's King Follett Sermon:
First, God himself, who sits enthroned in yonder heaven, is a man like one of you. That is the great secret. If the veil were rent today and you were to see the great God who holds this world in its orbit and upholds all things by his power, you would see him in the image and very form of a man; for Adam was created in the very fashion and image of God. He received instruction from and walked, talked, and conversed with him as one man talks and communes with another.
In order to understand the subject of the dead for the consolation of those who mourn for the loss of their friends, it is necessary they should understand the character and being of God; for
I am going to tell you how God came to be God. We have imagined that God was God from all eternity. [That he was not is an idea] incomprehensible to some. But it is the simple and first principle of the gospel-to know for a certainty the character of God, that we may converse with him as one man with another. God himself, the Father of us all, dwelt on an earth the same as Jesus Christ himself did, and I will show it from the Bible...
Here, then, is eternal life--to know the only wise and true God. And you have got to learn how to be Gods yourselves--to be kings and priests to God, the same as all Gods have done--by going from a small degree to another, from grace to grace, from exaltation to exaltation, until you are able to sit in glory as do those who sit enthroned in everlasting power.
Mormon Literature Sampler: The King Follett Discourse
2 Our Father Advanced and
Progressed Until He Became God
President Joseph Fielding Smith said: “Our Father in heaven, according to the Prophet, had a Father, and since there has been a condition of this kind through all eternity, each Father had a Father” (Doctrines of Salvation, 2:47).
President Joseph F. Smith taught: “I know that God is a being with body, parts and passions.... Man was born of woman; Christ, the Savior, was born of woman; and God, the Father was born of woman” (Church News, 19 Sept. 1936, p. 2).
President Wilford Woodruff explained: “[God] has had his endowments a great many years ago. He has ascended to his thrones, principalities and powers in the eternities. We are his children.....We are here to fill a probation and receive an education” (Deseret News Weekly, 28 Sept. 1881, p. 546).
How does it help us to know that the basic elements of God’s life in a mortal world were the same as ours? President Brigham Young explained:
“He is our Father—the Father of our Spirits—and was once a man in mortal flesh as we are....
“...There never was a time when there were not Gods and worlds and when men were not passing through the same ordeals that we are now passing through....
“It appears ridiculous to the world, under their darkened and erroneous traditions, that God has been a finite being” (Deseret News, 16 Nov. 1859, p. 290).
(Search These Commandments, Melchizedek Priesthood Personal Study Guide, Copyright 1984, The Church of Jesus Christ of Latter-day Saints, pp. 152-153)