What is faith?
The dictionary offers several definitions of the word. The first definition is "Confident belief in the truth, value, or trustworthiness of a person, idea, or thing." The second is "Belief that does not rest on logical proof or material evidence." Both are legitimate definitions in a discussion, but the confusion between the two definitions often leads to the use of the equivocation fallacy among those who wish to assert that atheism is based on faith.
The Bible says: "Now faith is he substance of things hoped for, the evidence of things not seen." (Hebrews 11:1) This indicates that when we speak about religious faith, we are talking primarily about the first definition and not the second.
Mark Twain may have had the best definition of all. In Pudd'nhead Wilson, he said "Faith is believing what you know ain't so."
Any way you slice it, having faith means coming to a conclusion first, and then filtering the facts to match your expectations.