It takes faith to believe in even the most evidence-substantiated things. One can have knowledge of something and not have faith, and vice versa. I have known people who have experienced the supernatural yet refused to believe it. I have known others who have believed without experiencing. Anything which one has not experienced, one is taking on faith. I do not have 'knowledge' that people speak Hungarian, because I have never heard it -- but I have faith. Knowledge is simply strong evidence; it still takes faith to accept. If a chair has always supported you when you sat on it, you can call it knowledge that the chair will support you, but it is still an act of faith to flop on it. It takes only a little faith because of the amount of evidence you have, but really every action anyone ever takes is an act of faith.
Most people make a distinction between something one believes and something one knows. I see them as exactly the same thing. I believe there is no such thing as a single, objective reality, but rather that we are all continuously creating our own overlapping realities. (the reason for the similarities is that we cannot easily break away from the overlapping of others and usually we don't ever try, and indeed we need the overlap in order to connect) The reality shared by most is what we like to call objective reality or 'fact' -- but this is still colored by what we are willing to believe, and it changes as often as the 'most' group changes. It was 'objective reality' that the earth was flat, that the earth was the center of the universe, that the bumps of a person's skull could explain personality, that living things could come from non-living things. These beliefs were called knowledge, called fact, and they defined reality for many people. Now we have a (mostly) new set of beliefs which we call reality -- 'objective reality' is just a word for what the average person at a given time has faith in.
The way I have faith is hard to describe. I have no text(s) which I hold as the structure of my faith, nor do I have a community of people who believe as I do. Instead, my faith is an ever-changing thing, based on what resonates with me as truth. I practice listening to my spirit, and when my spirit suggests something in an intuitive sense or a dream or just a pull towards a certain person who will give me guidance, I examine that. I turn it over and over in my mind, I seek evidence in both intuitive and concrete ways -- through divination, 'coincidence,' prayer, and (if it's available) research. Eventually my feelings/thoughts about it develop enough that I either reject or embrace it. Sometimes immediately upon suggestion I embrace it, but that doesn't stop me from seeking to learn more and strengthen my faith in whatever it may be. So I would say that my process is: 1) learn new information, 2) feel inspiration (kinda like an epiphany), 3) consider evidence (abstract & concrete), and 4) embrace/reject idea, sometimes with 3 & 4 reversed.