We believe that Moshiach will come and our exile will end soon.
How can we strengthen this belief?
Answers supported by sources are preferred.
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IIRC, R' Shalom Arush states in his book The Garden of Emuna that If you say something over and over again, you will increase your belief (emuna) in it. Therefore, anyone who says the section from Ani Maamin that deals with the Moshiach will increase his belief in his coming over time. Unfortunately I do not remember which page he says this on.
The Lubavitcher Rebbe says in a sicha (Tazria-Metzora; Sefer HaSichos 5751) that the direct way to bring Moshiach is to learn about Moshiach and Geula. How can you believe in something that you have no clue about? Moshiach is not just a idea or a philosophy, Moshiach is a man of flesh and blood. Geulah is not just an idea either, it is an physical reality that we will physically experience. The Lubavitcher Rebbe pushed the Kehot (official Lubavitcher Publishing Company) to compile and print a set of seforim called "Yalkut Inyanei Geulah U'Moshiach for this very reason. The seforim source everything from Tanach, Talmud, Midrash, Rishionim, all the way up to current day Jewish leaders, Chassidic, Sephardi, and even Litvish. Just like you cant appreciate nuclear physics or the process of brain surgery, how can you "believe", "appreciate", and "yearn" for Moshiach and Geulah if you have not the slightest clue what either mean?
I've found that it sometimes helps to listen or read about stories of great rabbis who possessed this true emunah. When you hear about how they would actually make active decisions based on their faith of the redemption, it could stir up such feelings in you. (At least from my personal experience.) For example, I heard of a great rabbi (perhaps Rabbi Moshe teitelbaum - the great great grandfather of the last Samar rebbe?) who actually hired and paid somebody to be his shomer - guard - who would wake him up from his sleep immediately if he would hear the blasts of the shofar that herald the coming of the messiah
The Future: Guide to Messiah A GUIDE TO THE JEWISH MESSIAH, ISRAEL, AND THE END OF DAYS by Rabbi Lawrence Hajioff
In this fascinating work, Rabbi Lawrence Hajioff delves into these questions using Jewish sources that span thousands of years exploring such topics as:
The Chofetz Chayim says, “If we were truly yearning for the final Redemption and waiting each day for its arrival, then we would be preparing ourselves by learning the relevant halachos, for there are many halachos to be learned and they cannot all be covered in a short time… For if it would be revealed that in a short time the final Redemption would arrive, then certainly millions of Jews would quickly learn the halachos to the Beis HaMikdosh, since at that time all of these halachos will be applicable, not only for kohanim but for all Jews, for instance, the halachos regarding eating karbonos and visiting the Mikdash… Therefore, if we are truly waiting and yearning for the final Redemption… we too should arouse ourselves and learn these halachos with all our strength.”
Is there any sefer that exists nowadays which has relevant halachos regarding the Beis HaMikdosh?
Yes! It’s called Days Are Coming by Rabbi Moshe Silberstein.
By studying this sefer, one is imbuing himself with faith that Hashem will redeem us. The Chofeitz Chayim had a special morning coat that he planned to wear to greet Moshiach and from time to time he put it on and sit in anticipation. Therefore, a person should designate some type of article of clothing – i.e. suit, shirt, hat, belt or shoes etc., that he/ she has designated to wear when Moshiach reveals himself. As the Sefer HaChinuch says, “A person is fashioned by his deeds.” Saying the 12th Principle of the Ani Ma’amins every day or learning Seider Kodshim isn’t enough [excerpted from Rubashkin, the Redemption and Yearning for Moshiach, question #3].