Q: What is Faith?
A: According to the dictionary faith is: loyalty; belief in God; trust; belief without proof.
According to God faith is:  
"the substance of things hoped for, the evidence of things not seen. Heb 11:1"

Q: What is my Faith in?
A: In God
...Have faith in God. Mark 11:22

Q: How do I get faith?
A: Reading God's word and asking God for it
So then faith cometh by hearing, and hearing by the word of God. Rom 10:17
...according as God hath dealt to every man the measure of faith. Rom 12:3
Looking unto Jesus the author and finisher of our faith; who for the joy that was set before him endured the cross, despising the shame, and is set down at the right hand of the throne of God. Heb 12:2

Q: I don't think faith is all that important.
A: We are commanded to live by faith, fight the fight of faith , and cannot even please God without it.
And he that doubteth is damned if he eat, because he eateth not of faith: for whatsoever is not of faith is sin. Rom 14:23
Behold, his soul which is lifted up is not upright in him: but the just shall live by his faith. Hab 2:4
For therein is the righteousness of God revealed from faith to faith: as it is written, The just shall live by faith. Rom 1:17
(For we walk by faith, not by sight:) 2 Cor 5:7
Now the just shall live by faith: but if any man draw back, my soul shall have no pleasure in him. Heb 10:38
But without faith it is impossible to please him: for he that cometh to God must believe that he is, and that he is a rewarder of them that diligently seek him. Heb 11:6
Fight the good fight of faith, lay hold on eternal life, whereunto thou art also called, and hast professed a good profession before many witnesses. 1 Tim 6:12

Q: What does Faith give me?
A: With faith you can do anything.
If ye have faith as a grain of mustard seed, ye shall say unto this mountain, Remove hence to yonder place; and it shall remove; and nothing shall be impossible unto you. Matt 17:20
Jesus answered and said unto them, Verily I say unto you, If ye have faith, and doubt not, ye shall not only do this which is done to the fig tree, but also if ye shall say unto this mountain, Be thou removed, and be thou cast into the sea; it shall be done. Matt 21:21
And the Lord said, If ye had faith as a grain of mustard seed, ye might say unto this sycamine tree, Be thou plucked up by the root, and be thou planted in the sea; and it should obey you. Luke 17:6
And though I have the gift of prophecy, and understand all mysteries, and all knowledge; and though I have all faith, so that I could remove mountains, and have not charity, I am nothing. 1 Cor 13:2
But let him ask in faith, nothing wavering. For he that wavereth is like a wave of the sea driven with the wind and tossed. James 1:6

A: It was obviously important because it is listed as a good thing in the following passages
And Stephen, full of faith and power, did great wonders and miracles among the people. Acts 6:8
For he was a good man, and full of the Holy Ghost and of faith: and much people was added unto the Lord. Acts 11:24

A: The only way to heaven is faith

Therefore being justified by faith, we have peace with God through our Lord Jesus Christ: Rom 5:1
For by grace are ye saved through faith; and that not of yourselves: it is the gift of God: Eph 2:8

A: It is called a fruit of the Spirit

But the fruit of the Spirit is love, joy, peace, long-suffering, gentleness, goodness, faith, Gal 5:22

A: Faith allows you to know that God formed the world and evolution is a lie.

Through faith we understand that the worlds were framed by the word of God, so that things which are seen were not made of things which do appear. Heb 11:3

A: Faith Heals the Sick

And the prayer of faith shall save the sick, and the Lord shall raise him up; and if he have committed sins, they shall be forgiven him. James 5:15
But Jesus turned him about, and when he saw her, he said, Daughter, be of good comfort; thy faith hath made thee whole. And the woman was made whole from that hour. Matt 9:22
And he said unto her, Daughter, thy faith hath made thee whole; go in peace, and be whole of thy plague. Mark 5:34
And Jesus said unto him, Go thy way; thy faith hath made thee whole. And immediately he received his sight, and followed Jesus in the way. Mark 10:52
And he said unto her, Daughter, be of good comfort: thy faith hath made thee whole; go in peace. Luke 8:48
And he said unto him, Arise, go thy way: thy faith hath made thee whole. Luke 17:19

A: Faith Protects you

Above all, taking the shield of faith, wherewith ye shall be able to quench all the fiery darts of the wicked. Eph 6:16