FOR ME…
Faith is a choice. It is a willingness to believe that something might be true, and then acting on that belief. Often by living our faith we will find evidence that strengthens our belief.
Faith is not thinking that what you believe is a fact, quite the opposite. Faith is a choice to believe in something with no concern for proof. When that faith is applied to a belief in God, believers will often experience events and emotions that reinforce that belief.
Some unfaithful people will say it's just the placebo effect, or self fulfilling, wishful thinking. They may even refer to it as delusional. A person of faith isn't usually detered by such dismissal if they understand their faith. But often times an insecure person of faith can be shamed by such irrelevant arguments into abandoning their faith, which seems to be the goal of those making the argument.
For myself I understand the difference between my faith and my knowledge, and I often find it amazing that so many people are either unwilling, or perhaps unable to make the distinction. It seems to frustrate them in the extreme that I'm fully aware that there is no proof of God, and choose to remain faithful none the less.