It's frustrating in the event that it is actually all true and we must believe even if the Bible is all there is.
If the god of the bible really does exist and exists as claimed, namely he is both just and loving, then ask yourself this: If god endowed you with the power of reason and sufficient agency to decide what you believe, and he requires that you believe wholeheartedly in something for which there is no reasonable evidence, could such a god truly be both just and loving?
To put it another way, would such a just and loving god deny you eternal reward if, after living a good life, your only mistake was failure to believe without (and indeed in spite of all) evidence? Live a good life - it's generally rewarding to do so. If by some bizarre coincidence there happens to be an afterlife, then you'll get in or not get in based mostly on whether the god of that afterlife is worthy of any veneration at all.