Since then faith alone makes us share in Christ and all His benefits, where does this faith come from?

From the Holy Spirit, who works it in our hearts by the preaching of the gospel, and strengthens it by the use of the sacraments.

Proofs

• From the Holy Spirit, (John 3:5; 1 Corinthians 2:10–14; Ephesians 2:8; Philippians 1:29)
• who works it in our hearts by the preaching of the gospel, (Romans 10:17; 1 Peter 1:23–25)
• and strengthens it by the use of the sacraments. (Matthew 28:19–20; 1 Corinthians 10:16)