We receive faith from reading and hearing the Bible. “So then faith cometh by hearing, and hearing by the word of God” (Romans 10:17). James writes a whole book on faith and the writer of Hebrews devotes a chapter to it.
When Paul says to take the Shield of Faith “above all” (or “first and foremost”) there is a reason. We need to have faith because faith is what will win the battle! “For whatsoever is born of God overcometh the world: and this is the victory that overcometh the world, even our faith” (1 John 5:4). When we have forgiveness from Christ and fully trust in him no matter what it sounds and looks like around us, we are protected from the rapid, dangerous attacks from Satan.
Above all, taking the shield of faith, wherewith ye shall be able to quench all the fiery darts of the wicked. (Ephesians 6:16)