where does faith come from?

Let's let the beloved Heidelberg answer this one.

Question 65. Since then we are made partakers of Christ and all his benefits by faith only, whence does this faith proceed?

Answer: From the Holy Ghost, (a) who works faith in our hearts by the preaching of the gospel, and confirms it by the use of the sacraments. (b)

(a) Eph.2:8 For by grace are ye saved through faith; and that not of yourselves: it is the gift of God: Eph.2:9 Not of works, lest any man should boast. Eph.6:23 Peace be to the brethren, and love with faith, from God the Father and the Lord Jesus Christ. John 3:5 Jesus answered, Verily, verily, I say unto thee, Except a man be born of water and of the Spirit, he cannot enter into the kingdom of God. Philip.1:29 For unto you it is given in the behalf of Christ, not only to believe on him, but also to suffer for his sake; (b) Matt.28:19 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: Matt.28:20 Teaching them to observe all things whatsoever I have commanded you: and, lo, I am with you alway, even unto the end of the world. Amen. 1 Pet.1:22 Seeing ye have purified your souls in obeying the truth through the Spirit unto unfeigned love of the brethren, see that ye love one another with a pure heart fervently: 1 Pet.1:23 Being born again, not of corruptible seed, but of incorruptible, by the word of God, which liveth and abideth for ever.