The answer is found in Psalm 2.
PSALM 2: CHRIST IS THE KING/MESSIAH, THE SON OF GOD FROM ETERNITY
1 Why do the heathen rage, and the people imagine a vain thing?
2 The kings of the earth set themselves, and the rulers take counsel together, against the LORD [God the Father], and against His anointed [the Messiah Christ], saying,
3 Let us break their bands asunder, and cast away their cords from us.
4 He that sitteth in the heavens shall laugh: the Lord shall have them in derision.
5 Then shall He speak unto them in his wrath, and vex them in his sore displeasure.
6 Yet have I set my King [Christ] upon my holy hill of Zion.
7 I [Christ] will declare the decree: the LORD [God the Father] hath said unto me, Thou art my Son; this day have I begotten thee. [Note: this "begetting" is a special Father-Son relationship which was from eternity past]
8 Ask of me, and I shall give thee the heathen for thine inheritance, and the uttermost parts of the earth for thy possession.
9 Thou shalt break them with a rod of iron; thou shalt dash them in pieces like a potter's vessel.
10 Be wise now therefore, O ye kings: be instructed, ye judges of the earth.
11 Serve the LORD with fear, and rejoice with trembling.
12 Kiss the Son, lest He be angry, and ye perish from the way, when His wrath is kindled but a little. Blessed are all they that put their trust in Him.
Verse 7 is quoted in Acts 13:33 and Hebrews 1:5.
So what exactly does "the Son of God" mean?
1. The Son of God is also the eternal Word of God (John 1:1).
2. The Son of God is the UNIQUELY BEGOTTEN Son of God (John 1:18). This is the eternal Father-Son relationship within the Godhead, since the Son is also God (Heb 1:8,9).
3. The Son of God is therefore God the Son (the second person of the Trinity).
4. The Son of God is the King/Messiah of Israel (as seen above).
5. The Son of God is also the King of kings and Lord of lords, who will rule the nations with a rod of iron after His Second Coming (Rev 19).
6. The Son of God is also the Son of Man (as Jesus preferred to call Himself), and as Daniel revealed to the Jews.
7. The Son of God will unleash the wrath of God at His Second coming. Therefore it is called "the wrath of the Lamb" (v 12 see Rev 6).