31 To this the Lord's words bear witness— I will not say unto you that I will pray the Father for you, for the Father Himself loves you, because you have loved Me, and believe that I went forth from God, and have come from the Father into this world. A complete faith concerning the Son, which accepts and loves the truth that He went forth from God, has access to the Father without need of His intervention. The confession that the Son was born and sent from God wins for it direct audience and love from Him.
Thus the narrative of His birth and coming must be taken in the strictest and most literal sense. I went forth from God, He says, conveying that His nature is exactly that which was given Him by His birth; for what being but God could go forth from God, that is, could enter upon existence by birth from Him? Then He continues, And have come from the Father into this world. To assure us that this going forth from God means birth from the Father, He tells us that He came from the Father into this world.
The latter statement refers to His incarnation, the former to His nature. And again, His putting on record first the fact of His going forth from God, and then His coming from the Father, forbids us to identify the going with the coming. Coming from the Father, and going forth from God, are not synonymous; they might be paraphrased as 'Birth' and 'Presence,' and are as different in meaning as these. It is one thing to have gone forth from God, and entered by birth upon a substantial existence; another to have come from the Father into this world to accomplish the mysteries of our salvation.
Source: On the Trinity (New Advent)