Faith is a problem. It's not rational. It can't be argued for in the same way that we might argue for a political position or a deal on a new car. Faith works under a different logic. Kierkegaard's famous book, Fear and Trembling, delves into this problem. So this is a little of Kierkegaard 101, I'm sure, but I'm going ahead with it anyway.
Kierkegaard introduced the concept of the leap of faith. For him, it wasn't the same concept that we tend to think of today; a leap off the edge of a cliff onto unseen but solid ground. A bit like this scene from Indiana Jones and the Last Crusade.
In fact, if you dig around YouTube you'll see more than a few uploads of this scene and plenty of those with some commentary about a leap of faith. This, however, isn't Kierkegaard's metaphor at all. He proposed the leap as being like the leap of a dancer. The dancer leaps high off the ground, up into the air, and then lands nimbly where they wanted to be all along. The idea is that a person wants to get from where they are, to where they want to be, but cannot see any direct way to get there. So they must leap into the heavens, so to speak, disconnecting from the ground of rationalism and into encounter with God through faith, only to land again precisely where they want to be. Kierkegaard insists that the mechanism of faith is a mystery, but that it's only possible through the individual taking the leap of faith away from rational planning and into the heavens. The form of faith, according to Kierkegaard, is to give up rationalism, leap into the divine, and then receive the thing believed for in the first place.
The Underpants Gnomes from South Park have the same logic. They want profit, and they start by collecting underpants (disconnect from rationalism). Not knowing how it will work, they industriously labour to collect underpants in the faith that it will bring profit.
One of the boys understands it, and is ridiculed by another. It's the same with Kierkegaard's exposition of faith. Some people understand it, and the rest ridiculed him. Nevertheless, the form of faith is the same for the dancer and for the Underpants Gnomes. Phase 1: Act. Phase 2: Mystery of faith. Phase 3: Blessing received.
Kierkegaard's point, therefore, is that the mystery of faith requires that the individual is grounded in the choice to leap, grounded in the act of faith itself. Faith can't be attained by arguing for it. Faith is its own ground. Unfortunately, this sounds as silly as the Underpants Gnomes. Faith demands that the individual leave behind everything, even the very ground on which they base their life, in order to encounter the divine and receive the blessing.