We know by the natural law of reproduction that it takes two to make a body. Your father was the carrier of the sperm, and your mother the carrier of the egg. Then when the two came together in a union, the sperm fertilized the egg, and by that conception a body was formed. But the parents could not provide a soul for the body. It would take God to release that essential spiritual part from Himself.
Many of us were not born when the Angel of the LORD (Jesus Christ) visited the prophet in the cave in 1946, thus we were still an unexpressed thought in the mind of God. The sperm was still in our father, the egg was still in our mother, and the soul (which contains the gene of God) was still in God. So when the Angel stepped out of the Ball of Fire, your soul (if you were not yet born in 1946) was still inside of the Angel whilst He was speaking to the prophet.
This has nothing to do with the false Mormon teaching on the pre-existence of souls. Your soul was simply a thought or attribute in the mind of God awaiting the season when it would come into expression. When that season arrived, God provided a body for the soul by the union of your parents; and in the body born of that union, God released the attribute (the soul) for that body from Himself that it might live out an earthly existence. Then when the body returns to the dust at death, the soul goes from the earthly body and enters into the theophany body, to live out an unceasing heavenly existence.