Arthur C. Brooks writes for The Atlantic, pointing out that spiritual practice is at least as important as feeling and faith; perhaps no more so than for the growing demographic of those who profess to be “spiritual but not religious”.
The right approach is to start practicing, notwithstanding your current state of belief and feeling. If the practice evokes sentiment in you, then study the faith to develop knowledge and opinions. This is an experimental, hands-on approach, much in the manner of how many inventions and innovations come about: An inventor tries something, sees whether it works, and then figures out precisely what’s going on.
In a faith context, this means that you might go to a service of worship a few times. Then you could interrogate your feelings as to whether the services stimulated something deep within (or, alternatively, whether they left you cold). Finally, if the former feels true, you could start investigating the belief system intellectually.