Okay, I have to admit that Soren was actually not as depressing as I once thought. This could be because I didn't read from this work, possibly. Fear and Trembling (at least what I read of it) was a very poetic and remarkable piece. My comments here will be a little lackluster because they don't really pay justice to the quality of his style.
Kierkegaard uses the story of Abraham to conjure an understanding of faith. Not only does there appear to be a leap of faith, that is typically the essential step for the fan of Kierkegaard, there's a process that must go before it.
Things that are not faith:
Naive, unquestioning belief
Resignation to the impossibility of the efficacy of actions to achieve a desired consequence
The first one is not faith simply because it doesn't recognize the possibility of the impossibility of what one has faith in. The second is actually the last important step on the way to faith. It is an acceptance of the claim that we are powerless to achieve our desires. Kierkegaard says that many people reside here without making the final step to faith and often mislabel it as being faith. This attitude is lacking in the strength of conviction that faith gives. It's a kind of Que Sera, Sera attitude that is what we would call satire - a complete resignation of the human experience to the human consequence with no hopes of rising above it. Ultimately, this type of mislabeled faith depends upon the external world for its maintenance and too easily grows old upon disappointment.
I believe Kierkegaard is speaking directly to the problems that arose in Kant's writing. If rationality (to faith or reason) doesn't work, then faith is the only way to go. To put it clearer, when we have no rationale for believing that reason nor faith can get us any real or realizable understanding - and consequentially consequence - in the world (i.e. we have no efficacy in achieving our passion's goals), the only thing we can do is believe that we will get them anyway.
The leap of faith that Kierkegaard so desperately wants for us (maybe because he admittedly can't achieve it himself) is the acceptance of the belief that even though things are impossible, we will achieve them anyway. He calls this the belief in the absurd. In this leap all things that are impossible (i.e. all things) become possible.
I give it a 9 of 10 - if only I could dance to it... lament.