How often has a well-meaning Christian said that? "Don't overthink it, just believe." I find that statement simplistic. Which is why the Christmas story is so encouraging.
In the Christmas story, we have one of the most famous Christians admitting the math doesn't add up. When the angel appeared to Mary to let her know what was about to happen in her life (literally!), her first response wasn't, "Great! I'm so excited for this!" Her first response was, "How can this be?"
The dots weren't connecting for her. Many can relate to this. I can relate to this! Christianity clicks with some people quickly. For others, it's a slow process and that's OK!
So if you are in that place of trying to figure out how Christianity works and fits together, let me encourage you with Mary's experience. The first time she heard it she wasn't getting either. But let her example be a model for you. Instead of closing herself off to Christianity, she remained curious.
The way to make progress is by asking questions. Seek out more information. During my 14 years of pastoral ministry, these kinds of conversations have been the most refreshing conversations I've had. So ask away!