Should You Believe Things You Can’t Fully Comprehend?

Questions about whether you should believe things you can’t fully comprehend, whether it’s just an arbitrary escape hatch to say God doesn’t require a cause, and how to respond to an atheist who grounds objective morality in an objective rule or criteria.   Should one believe things they can’t fully comprehend, and if not, at what level of comprehension of certain biblical truth statements ought they begin believing? Why would God be immune to the infinite regress dilemma? It’s arbitrary to simply describe an object as needing no cause. It’s the escape hatch to a question you’ve been trapped by, but that doesn’t make it real or true. How would you respond to an atheist who defends the existence of objective morality by grounding it in an objective rule or criteria like “Do to others as you would want them to do to you”?