That's one of the really big questions--much bigger than any answer I can give. But it's one of the questions that needs to be asked, and ought to be answered, so here are some pieces of the puzzle.
- Faith consists of belief without proof. Hebrews 11:1-2 calls faith "the assurance of things hoped for, the conviction of things not seen." That doesn't mean that the content of faith must be absurd, paradoxical, or unreasonable. It doesn't even mean that it can't be proved. Most of your neighbors believe the earth is round and circles the sun, not because they have worked out the proof for themselves, but because they have been told this by every credible source. It is faith, not reason, that makes them believe.
- Faith is essential to scientific progress. Learning by trial and error or direct experimentation is possible and valuable, but it's very slow. Western civilization has advanced as far as it has, not by the radical skepticism of Descartes or the nihilism of Nietzsche, but by "dwarves standing on the shoulders of giants," as Isaac Newton put it. Life is too short and the universe is too big for any one person to work out any scientific discipline from first principles and then move on to make new contributions.
- Faith is essential to biblical Christianity. Hebrews 11:6 says, "Without faith it is impossible to please [God], for whoever would draw near to God must believe that he exists and that he rewards those who seek Him." Mysticism and some variations of liberal theology may be able to cultivate a religion based on immediate intuition and/or emotion without any faith in any propositional statements about God, but the religion taught and practiced in the Bible demands belief in what God and His messengers have said.