The New City Catechism Question 35: where does this faith come from?

All the gifts we receive from Christ we receive through the Holy Spirit, including faith itself.

Titus 3:4–6
But when the goodness and loving kindness of God our Savior appeared, he saved us, not because of works done by us in righteousness, but according to his own mercy, by the washing of regeneration and renewal of the Holy Spirit, whom he poured out on us richly through Jesus Christ our Savior.