Faith is very powerful. The Lord Jesus Christ Himself said that even with just a little amount of faith, we can move mountains. If faith can enable us to do great things, just imagine what we are missing out on if we don't exercise it!
Here are some things that can never be done unless we have faith.
1) Receive our salvation by grace
Our salvation, which is already paid for by the grace of God in the form of Jesus Christ's atonement, can only be received by faith. While it's true that Christ died for all, only those who would put their faith in Him can be saved. Ephesians 2:8-9 tells us,
"For by grace you have been saved through faith, and this is not of yourselves. It is the gift of God, not of works, so that no one should boast."
Salvation is not by works. It's not by religion or religious affiliation either. It's only by God's grace through faith. God's grace saved us, and we receive that salvation by faith.
2) Please God
The Bible is very clear about our faith as instrumental to pleasing the Lord. Hebrews 11:6 tells us,
"And without faith it is impossible to please God, for he who comes to God must believe that He exists and that He is a rewarder of those who diligently seek Him."
Without faith we won't believe in God. Without faith we won't believe He'll be there to listen when we cry out to Him. Without faith we won't be assured that He'll answer our prayers and respond to our petitions. Basically, without faith we won't even believe God is there – and if we don't believe in Him, how can we ever please Him?
3) Receive answers to prayers
In a similar way, unless we have faith and believe that God will answer our prayers, why should we expect answers to arrive? This is so true, most especially in times when we ask God for wisdom and instruction. James 1:5-8 tells us,
"If any of you lacks wisdom, let him ask of God, who gives to all men liberally and without criticism, and it will be given to him. But let him ask in faith, without wavering. For he who wavers is like a wave of the sea, driven and tossed with the wind. Let not that man think that he will receive anything from the Lord. A double-minded man is unstable in all his ways."