This one is fairly straightforward. There is a very interesting and friendly page here by a Russian fellow who explains a bit about Dahzdbog. It has a few typos, but who's complaining?
In the ancient Russian mythology Dazhdbog appears as a son of the Almighty Perun and a mermaid named Ros. Perun is a son of Svarog (Vedic Isvara) who is a top God in Russian pagan beliefs, a kind of an analogue of Cronos of the Greeks, although he did not actually create the World, he only created the living Universe...
"There you go! He was the son of God! Case closed!" Is it? Let's have a look at some of his adventures, shall we?
Once Perun went by a bank of the Dnepr river and, on the other side, he saw several girls dancing and singing. He felt in love with one of them, Ros, and tried to get to that other bank but Dnepr did not allow him to swim across. Then Perun took his golden arrow and made a shot towards the bank where Ros was standing. The arrow flew as lightning and struck into a big stone that started to shine when the arrow hit it. A fire image of a man appeared on that stone, and Perun screamed to Ros: "Call out for Svarog, and He will help you".
Ros called out for Svarog, he came and helped her out to create a man from the stone. That man was Dazhdbog. He happened to be really mighty (anyway, he was a son of Perun) but he never saw his father. When he grew up he studied books, ancient wisdom, and an art of a battle. The glory about him was spreading over the Land. At that time his father Perun was walking over that all the sky and lands recognized who was going. Ros also recognized him and told him:
"Grettings, Mighty Perun, Svarog's son".
"So, you know my father as well"!
"Do not be angry, mighty Perun, but walk to the clean field and see your son, Dazhdbog, but be graceful as Dazhdbog is still young".
So, he did. Perun went to the field and saw his son playing with a cudgel. Then Perun told Dazhdbog:
"Stop boasting, and show how mighty you really are".
And the two, father and son, started to fight. They fought for three days and three nights, fought that lands, woods and sea screamed, and finally Perun weakened and fell down. Dazhdbog asked him then:
"Tell me your name and name of your father, oh warrier"!
"I am Perun, son of Svarog and came from the shining Iriy".
Then Dazhdbog said:
"Sorry, father! I did not know that this is you because I never saw you before! Rise, my dear father"!
After this fight they both got together and Dazhdbog asked his mother to allow him to go with his father to the shining Iriy (the World where the Gods live). Ros allowed him to go and Dazhdbog joined other Gods.
It's a great story, especially if you have parent problems at home, but does it look anything like Jesus? It looks a little like Chu Chulainn, maybe, as a "heroic guy who did stuff" figure that Jesus fits into, as does Napoleon Bonaparte. Maybe we can call being made out of stone "virgin born" at a stretch -- and I guess we might stretch those three days and nights of fighting to somehow equate with Jesus being in the tomb; the land screaming might equal Matthew's earthquake...? How about another story while we're thinking about that?
Once at a time, Dazhdbog was going through a big and wide field. He saw a warrior-girl riding a horse. The blood boiled up in his heart and the God has decided to try her. He took his sword and hit the girl but she didn't show any sign of weakness. He did it once more and one more time but only got injured.
"Who are you?", asked Dazhdbog.
And the girl answered:
"Hmmm... I thought these were flies stinging me but you look like a warrior".
So, she grabbed him, put into a crystal casket and locked this casket with a silver key. Then the girl got her horse and went away. She was riding the whole day and the whole night, three days in a raw but her brave horse got tired and started to implore:
"Oh, you brave and mighty Zlatogorka, daughter of Vij, you excuse me, please, my dear, but I can't carry two great warriors anymore!"
Zlatogorka recalled that she carries a warrior and released him:
"Oh, the brave young warrior! I want you to marry me, and if you won't I'll slay you"!
"Release me, Zlatogorka, I agree to be your husband".
They got together and went to mountains where they met Svarog and mother Lada who blessed them to become husband and wife. So, that was the deal. There was a wonderful bride on Heavens and everybody was happy.
Isn't that romantic? You can almost picture Mary Magdelene in the part of Zlatogorka. There's a later story in which these two, and Zlatogorka, just on a whim, goes inside and lies down in it and gets in trouble when it closes up. Maybe that's where we got Joseph or Arimathea and his tomb from?
A few extra tidbits come from the Encyclopedia of Russian and Slavic Myth and Legend (61-2). Dahzdbog was the son of the sky god Svarog, the brother of the fire god, and was also in charge of happiness, destiny and justice. He superseded Dad as head of the pantheon and was identified with the sun. During eclipses he was thought to have been devoured by wolves. He was served by two maidens who represented the auroras, and the moon was his uncle.
In some stories, he gets married and he and his wife Mesyats beget the stars. The Serbs have a story where he gets older as the day goes on, and is reborn every day.
Sound like Jesus? Like papier maiche resembles steel, I'd say, in that both are construction materials.