I just started watching the X-Files and I don't mean to sound like a complete dunce but I was wondering who is the father of Scully's baby?

We are never told in the series, but its commonly assumed that it is Mulder.

On the series finale when Mulder is being held and questioned they ask him "what are tu thinking abouot?" He respuestas "My son, his mother". From that I think we can safely asume it was Mulder´s son.

Keep watching. You'll find out.

It was never explained. Many thinks that Mulder is a father.

Yeah they never say excatly but its most likely mulder because scull names her baby "william" after mulders father.

Mulder is the father. Even though it's never confirmed, Scully and Mulder refer to him as "our" son. They reveal that the government tampered with the mothers egg, but they'd still need someone (a man) to conceive the child.