The implication of such a question is, your friend wants you to trust him or her without much questioning.
To believe in something you need not know the thing.
To know something, logical and reasoning thinking pattern inside your cranium should be satisfied.
You will be fully aware of many tangible aspects of the thing you know.
But a belief is more or less divorced from rational thinking.
For example religious beliefs or belief in God itself can not be ratified by your brains reasoning skills.
It is beyond logical thinking.
But not everybody is aware of their own beliefs.
Many of your beliefs work from the subconscious level of mind.
Yet some mistake their beliefs for their knowledge.
One may believe that one is good for nothing.
A girl may believe that she is extremely beautiful when actually she is not.
Husband may believe that his wife is suspicious about him.
These people do not know that such false beliefs will give way to formation of fragile self image and may pave the way for psychological imbalance.
Our beliefs about our family members and our co-workers play great role in our peace of mind.
A false belief, whatever it may be, is the result of wrong conditioning.
Such beliefs narrow down our vision and like prejudices they prevent us from having a realistic response to the various life events.
They cut down our chances of development of our personality.
False beliefs act as pests in our cognitive system.
As indigested material they mar the smooth functioning of our thinking pattern So what is the remedy? Distinguish your beliefs from your knowledge.
To put in concrete terms, the fact that "I have two children" is a part of your knowledge.
But "American people are war mongers" is a part of your belief.
Belief is largely a choice.
You are free to believe anything and live with it.
If you closely examine yourself you can see that almost all negative thoughts and negative self talk will have their root in beliefs inside you that has nothing much to do to ratify itself.
Highly creative personalities especially scientists are constantly engaged in transforming beliefs into communicable knowledge.
Converting beliefs into tangible form of knowledge is the characteristic of creative personalities.
So weigh your beliefs and collect proofs, evidences and try to convert those beliefs into facts and make them a part of your knowledge, all the while ready to give up irrational beliefs.
The more your beliefs give way to knowledge the more creative you are.
Be humble enough to drop your beliefs about yourself, your spouse, your environment etc once it is proved to be invalid.
By doing so you are ensuring dynamism in your relationships.
It will surely enrich your life.