Faith is a belief in something you cannot prove, that you may not even be able to give a rational reason for, but you believe it anyway.
Belief in God/Infinite Spirit cannot be proven, but most people believe in some form of religion. Even atheism is a faith of sorts. While God's/Spirit's existence cannot be proved, neither can it be disproved. I think we need faith partly because we really don't grok infinity - not infinite distance, not infinite time. Even as we learn more about how the Universe fits together, each answer raises still more questions; and for some of us, generates even more wonder at the incredible beauty of complexity.
There is also that unanswerable question Why?. I don't think we'll find the answer to that one until we stand in the presence of Infinite God/Spirit, and truly know that infinity is part of each of us, and we of it.