How could Nero be Sparda's son? (Mind you, these are things that may have been brought up by people here, or thought up by me.)
1. Sparda would have to have been with another woman before he met Eva or when he was married to her, because he died when Dante & Vergil were around... what 8 years old? This would mean that Dante would be younger than Nero (If before Eva) or about the same age (If with Eva).
1a. I don't think this is very likely because Sparda loved Eva from the bottom of his heart, so I highly doupt that he did this.
2. Nero being the secret child of Sparda and Eva.
2a. This is plausable but if this is it, the game is going to lose fans quick, so I hope not. Especially since Eva only took care of Dante and Vergil, so that would be pretty cold to Nero.
3. Eva could have been with another man.
3a. How would have Nero inherited Sparda's power if he's not even his father? Not very sensible at all.
Plus they keep saying the "TWIN" Sons of Sparda. Not Triplets. If Capcom includes Nero into the Sparda family by being the "lost" son, then Devil May Cry will die out by being taken away too far from where it started. If this were the case, the fans could join together to rebel against this to get Capcom to declare Nero's blood relationship non-canon. This isn't Star Wars, where when something comes out to the public, it is put into the history of the story.
...ahem. IF it does come down to Nero being Sparda's son.
To me, the most reasonable explanation would be Vergil possessing Nero's arm. Nero may be reffering to God giving him the arm because Nero doesn't know how his arm came to be that way. He doesn't know that the arm is Vergil's possession of him, and hey, in future games, more and more of Nero could become more like Nelo Angelo.

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http://www.superliminal.com/upsidedown/NQAS.htm
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