How does one go about believing?
Someone who believes is seeking a personal union with God and is ready to believe God in everything that he shows (reveals) about himself.
At the beginning of faith, there is often an emotional disturbance or uneasiness. The person senses that the visible world and the normal course of things cannot be all there is. He feels touched by a mystery and follows the traces that point to the existence of God and gradually finds the confidence to speak to God and finally to unite himself to him in freedom. In John’s Gospel it says, “No one has ever seen God; the only-begotten Son, who is in the bosom of the Father, he has made him known” (Jn 1:18). That is why we must believe Jesus, the Son of God, if we want to know what God would like to communicate to us. Believing, therefore, means accepting Jesus and staking one’s whole life on him.
CCC section (150-158)