Perhaps one of the most basic principles of any religion is the concept of faith. Faith as denoted from the scriptures, "is not to have a perfect knowledge of things; therefore if ye have faith ye hope for things which are not seen, which are true." (Alma 32:21) Every single person exercises faith in some way each day.
It can be in as simple as flipping a light switch on. You cannot see the wires in the walls that are connecting that light bulb to electricity but you exercise faith when you take the action to flip the switch. After you have done it enough times it becomes an expectation that when you flip the switch, it will turn the light on.
Faith in Jesus Christ is the same way. Having faith in Christ includes having a firm belief that He is the Only Begotten Son of God and the Savior and Redeemer of the world. As we accept and apply his atonement (His suffering, death, and resurrection unto the saving of our souls) along with his teachings- we are exercising faith. It will bring a light into our life far beyond that of a light bulb. The light that Jesus Christ offers us is the hope that we can receive Eternal Life and once again live with our Father in Heaven.