Thomas Anderson doubts the truth because he has been so long within the lie of the Matrix. The last name Anderson is also symbolic. Interestingly, this son of man is a reluctant messiah. Her statement proves to be prophetic. Within the names full of puns, there is a play on the Christian doctrine of the Trinity.
Trinity is already a character, but the characters themselves play out a three person Trinity.
Some have also linked him to John the Baptist. Trinity is sent, like the Holy Spirit, to seek out Neo. One could also see her as the dove that descends upon Jesus' head. Neo is a Son born out of the machine. More than either the world of The Matrix or the messiah images it carries, the film work deserves some attention.