In week three of "C.O.A.L.", Pastor Chris explores the concept of faith through the lens of the Christmas story, emphasizing that faith is not just passive belief but active trust in God's promises. He also outlines four key aspects of faith: believing without seeing, obeying without full understanding, giving sacrificially, and praising God before receiving answers. He leaves us with the fact that true faith requires trust in God's character and willingness to act on His promises despite uncertainty.