When Nicodemus heard of the requirement to be "born again" (3:3) before seeing the kingdom of heaven, he at first was a bit confused. From his question in 3:4, Nicodemus was thinking about an actual baby.
Jesus did not mean literally coming out a mother's womb a second time. Instead, he refers to being "born of water and the Spirit" (3:5). There are some different perspectives on what being "born of water" mean. Some think that it is a natural birth that contrasts with being born of Spirit. Water is used during pregnancy (which makes hydration in pregnancy important), so the meaning makes sense. Others think that it means being spiritually cleaned by God. In real life, water is commonly used for cleaning (washing hands, washing dishes, etc.), so figuratively, we are cleaned up when we are "born of water". However, because of the rest of Jesus's words with Nicodemus as well as other verses even in the conversation (like the famous 3:16), we know that "born of water" does not make baptism a requirement of salvation.
Jesus later compared the Spirit (or even people born of the Spirit) to the wind in 3:8. Back then, there are limited tools to determine the direction of wind, and even then, it is only for a certain point of time (AKA they don't know where it went beforehand and afterward). However, they can know that it is windy. Similarly, we may not know every single detail regarding how the Spirit works (there are even debates on it), how it came to us, or even where it would lead us, but we do know the Spirit by its effects on us.
The main takeaway? Everyone needs to get an internal renewal if not done already.