The writers of the Heidelberg Catechism, one of the most influential confessional documents ever created, thought the doctrine of adoption was important enough to be included in this beautifully written question and answer document. I'm grateful they did. In it they briefly address the relationship between Christ's Sonship and ours.
Question 33. Why is Christ called the "only begotten Son" of God, since we are also the children of God?
Answer: Because Christ alone is the eternal and natural Son of God; but we are children adopted of God, by grace, for his sake.