The realm of our thoughts is part of the battleground of spiritual life. Our belief in Jesus is demonstrated through living a holy and transformed life for the Lord and serving our fellow man. If we become doubtful in our mind at times then that may be a place where we are weak and where Satan is seeking to undermine us.
Our thoughts are important, regarding sins like lust we will be judged not just on our actions, but even according to our thoughts according to Jesus. When it comes to doubts about the truths of God a good simple prayer might be "Lord I believe, help me in my unbelief".
Also, we are called to pick up our spiritual weapons and fight these spiritual battles. One of our weapons is the word of God. On my spiritual journey a very formative process I went through was studying the historicity of the scriptures as well as the fulfilled prophecies throughout the Old Testament. I encourage you to do the same, check out Chuck Pike's "Prove It" series as a starting point to consider the many prophecies that Jesus is the fulfillment of, it is amazing. And there is a lot of great material out there to study the incredible historical accuracy of the Bible as well. The light of truth helps to burn away the darkness of doubts and unbelief.