Is there something about Jesus that you know, but need to actually believe?

To expand more on the question:

We are talking about things we've heard about Jesus being (i.e. healer, teacher, friend, God, comforter, provider, peace, light, etc.), but don't actually believe it for ourselves for our own lives.

If we did actually believe who He is, would we be worrying, stressing, or living in fear as we do?

Don't get comfortable with just hearing about who He is, but rather experience it by asking Him to help with your unbelief. Ask God to show you what it means to see Him for yourself, and to take you on the journey He has for you just day by day in order for your faith to grow in Him.