Notice our example of faith, Abraham, the "Father of the Faithful." As Abraham had the knife raised to sacrifice his son, the only evidence he had was the words of God. Abraham could believe God—take Him at His word—or believe all the evidence he could see that the son of promise would die before God fulfilled His promises. Abraham could not "see" what God was going to do. As far as Abraham was concerned, Isaac was dead. The only "evidence" he had that it all would work out was God's words—the promises God made to him.
God also needed evidence. God did not know for sure what was in Abraham's heart (Genesis 22:12) until Abraham made the decision to trust God rather than all the physical evidence around him. The patriarch's actions proved he would walk by faith and not by sight.
To walk is an action. So even the phrase "walk by faith" demonstrates that living faith requires action. Our evidence is God's words. God's evidence is our actions.
We are in the same boat as Abraham. So says Galatians 3:6: "You have exactly the same experience as Abraham. Abraham took God at his word, and that act of faith was accepted as putting him into a right relationship with God" (William Barclay). Just as Abraham had to choose between believing God and believing the circumstances he could see, God also has to put us into exactly the same position. He must find out what is the true intent of our hearts—the depth of our faith. God needs to "know" that we will trust Him, no matter what, before He commits to a permanent, eternal relationship with us.