Luke 1:18 And Zechari'ah said to the angel, "How shall I know this? For I am an old man, and my wife is advanced in years." 19 And the angel answered him, "I am Gabriel, who stand in the presence of God; and I was sent to speak to you, and to bring you this good news. 20 And behold, you will be silent and unable to speak until the day that these things come to pass, because you did not believe my words, which will be fulfilled in their time."
As you can see Zachariah asks "How shall I know this?" indicating disbelief and requesting a sign as proof.
Luke 1:34 And Mary said to the angel, "How shall this be, since I have no husband?" 35 And the angel said to her, "The Holy Spirit will come upon you, and the power of the Most High will overshadow you; therefore the child to be born will be called holy, the Son of God. 36 And behold, your kinswoman Elizabeth in her old age has also conceived a son; and this is the sixth month with her who was called barren. 37 For with God nothing will be impossible." 38 And Mary said, "Behold, I am the handmaid of the Lord; let it be to me according to your word." And the angel departed from her.
How shall this be? Not How shall I know this, or how shall I believe you? Mary believes that it shall happen, but being a young girl she would no doubt be afraid. She isn't asking for proof or signs, just "how will it happen?" And once it is explain she no longer fears, for she is truly Blessed (Favored/Given Grace from the LORD/ Full of Grace).