What is Faith?

Faith is the soul’s witness to something not yet manifested, achieved or realised, but which yet the Knower within us, even in the absence of all indications, feels to be true or supremely worth following or achieving. This thing within us can last even when there is no fixed belief in the mind, even when the vital struggles and revolts and refuses. Who is there that practises the yoga and has not his periods, long periods of disappointment and failure and disbelief and darkness? But there is something that sustains him and even goes on in spite of himself, because it feels that what it followed after was yet true and it more than feels, it knows. The fundamental faith in yoga is this, inherent in the soul, that the Divine exists and the Divine is the one thing to be followed after—nothing else in life is worth having in comparison with that. So long as a man has that faith, he is marked for the spiritual life and I will say that, even if his nature is full of obstacles and crammed with denials and difficulties, and even if he has many years of struggle, he is marked out for success in the spiritual life.
Faith does not depend upon experience; it is something that is there before experience. When one starts the yoga, it is not usually on the strength of experience, but on the strength of faith. It is so not only in yoga and the spiritual life, but in ordinary life also. All men of action, discoverers, inventors, creators of knowledge proceed by faith and, until the proof is made or the thing done, they go on in spite of disappointment, failure, disproof, denial because of something in them that tells them that this is the truth, the thing that must be followed and done. Ramakrishna even went so far as to say, when asked whether blind faith was not wrong, that blind faith was the only kind to have, for faith is either blind or it is not faith but something else—reasoned inference, proved conviction or ascertained knowledge.
[SABCL, 23:573-72]

What is the difference between faith, belief, conviction, reliance, trust and confidence?

Faith — a dynamic entire belief and acceptance.
Belief — intellectual acceptance only.
Conviction — intellectual belief held on what seems to be good reasons.
Reliance — dependence on another for something, based on trust.
Trust — the feeling of sure expectation of another’s help and reliance on his word, character, etc.
Confidence — the sense of security that goes with trust.
           *
Faith is a feeling in the whole being, belief is mental, confidence means trust in a person or in the Divine or a feeling of surety about the result of one’s seeking or endeavour.
[SABCL, 23:571]

Are there various types of faith?  What is the difference between mental, vital, physical and psychic faiths?

Mental faith combats doubt and helps to open to the true knowledge; vital faith prevents the attacks of the hostile forces or defeats them and helps to open to the true spiritual will and action; physical faith keeps one firm through all physical obscurity, inertia or suffering and helps to open to the foundation of the true consciousness; psychic faith opens to the direct touch of the Divine and helps to bring union and surrender.
[SABCL, 23:571]

Is faith “blind”? What is the nature of the faith that each spiritual seeker must have in himself or herself?

The phrase [“blind faith”] has no real meaning. I suppose they mean they will not believe without proof—but the conclusion formed after proof is not faith, it is knowledge or it is a mental opinion. Faith is something which one has before proof or knowledge and it helps you to arrive at knowledge or experience. There is no proof that God exists, but if I have faith in God, then I can arrive at the experience of the Divine.
[SABCL, 23:572]
The faith in spiritual things that is asked of the sadhak is not an ignorant but a luminous faith, a faith in light and not in darkness. It is called blind by the sceptical intellect because it refuses to be guided by outer appearances or seeming facts, – for it looks for the truth behind, – and because it does not walk on the crutches of proof and evidence. It is an intuition, an intuition not only waiting for experience to justify it, but leading towards experience. If I believe in self-healing, I shall after a time find out the way to heal myself. If I have a faith in transformation, I can end by laying my hand on and unravelling the process of transformation. But if I begin with doubt and go on with more doubt, how far am I likely to go on the journey?
[SABCL, 22:166]

Is it possible for us to increase our Faith?  How is it to be done?

Faith is certainly a gift given to us by the Divine Grace. It is like a door suddenly opening upon an eternal truth, through which we can see it, almost touch it.
As in everything else in the ascent of humanity, there is the necessity — especially at the beginning — of personal effort. It is possible that in some exceptional circumstances, for reasons which completely elude our intelligence, faith may come almost accidentally, quite unexpectedly, almost without ever having been solicited, but most frequently it is an answer to a yearning, a need, an aspiration, something in the being that is seeking and longing, even though not in a very conscious and systematic way. But in any case, when faith has been granted, when one has had this sudden inner illumination, in order to preserve it constantly in the active consciousness individual effort is altogether indispensable. One must hold on to one’s faith, will one’s faith; one must seek it, cultivate it, protect it.
In the human mind there is a morbid and deplorable habit of doubt, argument, scepticism. This is where human effort must be put in: the refusal to admit them, the refusal to listen to them and still more the refusal to follow them. No game is more dangerous than playing mentally with doubt and scepticism. They are not only enemies, they are terrible pitfalls, and once one falls into them, it becomes tremendously difficult to pull oneself out.
Some people think it is a very great mental elegance to play with ideas, to discuss them, to contradict their faith; they think that this gives them a very superior attitude, that in this way they are above “superstitions” and “ignorance”; but if you listen to suggestions of doubt and scepticism, then you fall into the grossest ignorance and stray away from the right path. You enter into confusion, error, a maze of contradictions…. You are not always sure you will be able to get out of it. You go so far away from the inner truth that you lose sight of it and sometimes lose too all possible contact with your soul.
Certainly a personal effort is needed to preserve one’s faith, to let it grow within. Later —much later —one day, looking back, we may see that everything that happened, even what seemed to us the worst, was a Divine Grace to make us advance on the way; and then we become aware that the personal effort too was a grace. But before reaching that point, one has to advance much, to struggle much, sometimes even to suffer a great deal.
To sit down in inert passivity and say, “If I am to have faith I shall have it, the Divine will give it to me”, is an attitude of laziness, of unconsciousness and almost of bad-will.
For the inner flame to burn, one must feed it; one must watch over the fire, throw into it the fuel of all the errors one wants to get rid of, all that delays the progress, all that darkens the path. If one doesn’t feed the fire, it smoulders under the ashes of one’s unconsciousness and inertia, and then, not years but lives, centuries will pass before one reaches the goal.
One must watch over one’s faith as one watches over the birth of something infinitely precious, and protect it very care-fully from everything that can impair it.
In the ignorance and darkness of the beginning, faith is the most direct expression of the Divine Power which comes to fight and conquer.
[CWM2, 9:351-52]