Radio waves are parts of the electromagnetic spectrum. This includes visible light, microwave, x-ray, radio waves, etc. Unlike sound waves, which are longitudinal waves, radio waves are transverse waves. (Hint, look up these words if you don't understand them... I'm not going to waste my time explaining every detail.)
Like all EM waves, a radio wave is actually made of electric and magnetic fields that reinforce each other. By changing the amplitudes of these coupled waves, we can send information through space. It's like sending smoke signals.
Why use radio waves to convey information rather than other forms of EM waves? Because radio waves have the lowest frequencies and therefore easiest to use back in the good old days. Communication devices like cell phones nowadays technically use microwaves for the same purpose.
In short, you don't need faith in order to understand how these things work.
Yes, I know that and you know that but take a radio, a couple cell phones, portable tv..... into....lets say the rain forest, deep into the rain forest. Now you're in a place where they more than likely haven't seen the workings of modern society. Think you could tell them that there are pictures, moving pictures all around right in front of them or theres music all around them without wiping out a device to collect the signal? BTW- that smoke signal reference doesn't even fit into the conversation since smoke signals can be seen with the eye itself without any devise. The signals we're talking about can not be seen by the eye itself but need a device to bring it into our realm so that we may see and hear them.
I think the rest of your stuff was answered by someone a bit wiser than yourself.
Peace