No, you don't.

You can investigate the claims, gather evidence, evaluate and confirm or refute, including peer review. If the claim does not withstand scrutiny, you can discard it, at least for the time being

One does not need faith. It's mostly an attitude difference. Skepticism is often regarded as being "too negative", and closing off one's mind to the possibilities. That's not correct.

If one is going to ask me to walk across a new bridge over a steep ravine, I'm not going to just "have faith". I'm going to see if I can verify it's stability, first. It's a matter of vetting claims before we become too invested. That's just wise.

That's how we navigate the rest of our lives, whether we're examining a tomato at the grocery store, or assessing whether a used car salesman is trying to scam us. Some people specifically switch off that skepticism for claims about god(s).