It is the primary problem when all you have is third-hand testimony or worse.
Just curious, what would qualify as "first-hand" testimony? Does having direct and precise answered prayer count? How about a miracle or miracles happening? Would a completely changed life through knowing Almighty God and His touching your heart count as first-hand testimony? The awesome thing about Jesus is that we don't have to see to believe, in fact, we are MORE blessed because we believe even when we haven't seen first. Instead of "seeing is believing" it's more like "believing is seeing". That's what I have found to be true even after more than forty years of being a Christian.