Terminator Time Travel Confusion

[Eklipse]

If Reese were never sent back, there would have never been a John Connor.
Reese wouldn't have gone back had Skynet not sent a T-800 back.
So in a sense, Skynet created Connor.

Yeah...
How could Skynet kill its enemy if the enemy didn't exist until Skynet used time travel to prevent his birth and consequently create an enemy who they didnt know to kill because he didnt exist?

All I can think is that Sarah was pregnant prior to meeting Reese...it's the only way it can make any sense...