These are the questions that Kierkegaard answers in what he thought would be his last work, Concluding Unscientific Postscript to Philosphical Fragments. It's not the most marketable title. It probably won't end up on Oprah's book list any time soon. But the 'Concluding' part of the title refers to the fact that Kierkegaard thought he was done as writer. Later, he decided it would be important to return as an author and attempt to explain Christianity more directly because of the injustices he saw around him done in the name of Christ.
One of the biggest reasons Kierkegaard tends to be so misunderstood is that nearly all of his major works, particularly his early works, are written under different fictional names or "characters" that embodied particular worldviews, some of them radically different than Kierkegaard. His purpose was to present a first-person account of a particular way of life and force the reader to reflect on their own life in response to how that character is living. In other words, instead of just telling someone directly what to believe, for example that pursuing pleasure above all else leads to despair, Kierkegaard would write a first-person narrative of a person pursuing pleasure and falling into despair, allowing the readers to judge for themselves and reflect on how much their own life might be similar. These weren't just characters in a book with Kierkegaard's name on it as the author. His name didn't show up anywhere on the book, as he was hoping that no one would know he wrote it.
Postscript is no different. It's written by a man named Johannes Climacus, a character Kierkegaard created who is closer to Christianity than all of K's previous pseudonyms, but he isn't quite ready to become one. He claims to have discovered what it truly takes to become a Christian, but the twist is that he has realized that it is much too difficult for him to do. This was obviously directed to those in Kierkegaard's time who felt that it was quite easy to become a Christian, that existing in one's belief was a simple matter.
So here are a few selected passages from Postscript. It's very long (over 600 pages), but the major point that Kierkegaard was trying to convey (through Climacus) is that becoming a Christian is a matter of inwardness, an individual subjectively coming to terms with the fact that God has entered the world, and relating every aspect of one's existence to that fact. The key emphasis here is not so much on what a Christian believes. Although that is important, what is more important is how one believes, how one relates him/herself to the truth of Christianity:
"Christianity has made the way most difficult, and it is only an illusion, which has snared many, that Christianity has made the way easy, since it helps people precisely and only by making the beginning such that everything becomes much more difficult than ever."
"If an existing person is to relate himself with pathos [i.e. with passionate inwardness] to an eternal happiness, then the point is that his existence should express the relation…yet no one knows it except the individual himself in his own consciousness….He needs only to attend to his own existence; then he knows it. If it does not absolutely transform his existence for him, then he is not relating himself to an eternal happiness; if there is something he is not willing to give up for its sake, then he is not relating himself to an eternal happiness."
"Although in the world we frequently enough see a presumptuous religious individuality who, himself so exceedingly secure in his relationship with God and jauntily sure of his eternal happiness, is self-importantly busy doubting the salvation of others and offering them his help, I believe it would be appropriate discourse for a truly religious person if he said: I do not doubt anyone’s salvation; the only one I have fears about is myself; even if I see a person sink low, I still dare not despair of his salvation, but if it is myself, then I certainly would be forced to endure the terrible thought."
"Suppose that a person with a deeply religious need continually heard only the kind of pious address in which everything is rounded off by having the absolute telos [i.e. eternal happiness] exhaust itself in relative ends – what then? He would sink into the deepest despair, since he in himself experienced something else and yet never heard the pastor talk about this, about suffering in one’s inner being, about the suffering of the God-relationship. Out of respect for the pastor and the pastor’s rank, he perhaps would be led to interpret this suffering as a misunderstanding, or as something that other people presumably also experienced but found so easy to overcome that it is not even mentioned."
"God rescues from delusion the person who in quiet inwardness and honest before God is concerned for himself; even though he is ever so simple, God leads him in the suffering of inwardness to the truth."
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