Hebrews 11:1-3 : Now faith is the assurance of things hoped for, the conviction of things not seen. 2 For by it the people of old received their commendation. 3 By faith we understand that the universe was created by the word of God, so that what is seen was not made out of things that are visible.
Faith in God is a sure hope. When people tell you to have faith, they're either implying the rest of the sentence "Have faith in God" or they're just using the fluffy language of today. Having faith without an object is like having fat free Crisco. Lard is fat, if you take out the fat then what is it? Nothing.
The chapter continues giving examples of people acting out their faith in God. The verses remind me of James 1 where he talks about faith and works. In verse 18 he answers a hypothetical objection: "But someone will say, 'You have faith and I have works.' Show me your faith apart from your works, and I will show you my faith by my works." By acting out your faith in God you are demonstrating what your mind and words proclaim.
To put this another way, imagine a person who invents baking techniques in his mind. All day long he just sits and thinks of new ways to toast bread, bake bread, and make sandwiches with that bread. If he spends that time thinking of food he should eventually get hungry and do something about that bread. But this person has faith only. Imagination only. He just sits and thinks of the good food his bread would make. Now a person with faith only, is that bread-less baker. He will never end up with anything of substance if he just sits and thinks of bread. He has to act! Thoughts don't become things without action! Faith is fluff without works! Faith in God with action can move mountains.