In the science community we are always taught that results matter, that experiments, and evidences is the only way to know. It is the same with spiritual matters for to gain knowledge we must first exercise faith and be willing to experiment on the word or the spiritual promptings. James tells us that "Faith without works is dead" and Christ says something to the effect of "If ye have faith of a mustard seed ye can move mountains." This kind of faith requires our effort. But, not just any effort. Faith is a spiritual thing and thus requires spiritual effort. It requires our humility and patience.
The problem is that exercising faith is hard. It is work and it needs us to be responsible over it. If you have faith you are either growing or diminishing because it is a living thing within you. If you cast it away or neglect it, then like a plant withering in winter, you will lose what knowledge you had from your faith.
Faith is a seed that if we plant it and nourish it, then we will begin to view the evidences of it and then you can say that Jesus Christ and His teachings are what they purport to be. But, we cannot blame or call the seed a liar for not growing, if we don't plant it and nourish it.
It requires faith to turn on a light switch. It requires faith to shoot a basketball or even get out of bed in the morning. Behold, we might have knowledge but we don't have a perfect knowledge of all things and do we really know what the next moment will bring?
As Nephi said he was "led by the Spirit, not knowing beforehand the things which I should do." (1 Nephi 4:6). He didn't know beforehand but He had faith in the Spirit of God and thats really all the knowledge we must have concerning our lives- that God will guide you as you exercise faith in Him. Exercise as you would your body.
The ways to grow your faith are simple and small things but can "move mountains." Here are a few most common ones-
1. Prayer- give thanks, ask for things you need, recognize your unworthiness before God
2. Scripture Study- try to explore what they mean and why God would want you to know them
3. Attend church meetings- share experiences or learn from other's testimonies and build relationships on common beliefs
4. Ponder on teachings and how to live the commandments better- when you ponder the teachings they can more fully be put into your outlook on life and you can more easily understand their depth
5. Be mindful of spiritual promptings- the spirit will bring things to our minds that are able to guide us or help others
I know these things will bless you spiritually and give you faith that will surely yield fruit and grow strong over time.
