What does having faith in Allah Almighty mean?

It means to have pure and absolute belief in the Existence of Allah the Almighty Who has never been preceded or followed by anyone. The Ever First, the Eternal Old, prior to everything, but without a beginning.

The Last, the Eternal survivor after the utter destruction of everything, but without an end. He is the Outward' there is nothing above Him. .The Inward (Hidden) Whom no one can conceive. He is the Ever-Living, the
Sublime SelfSubsisting, the One, the Everlasting Refuge, He begets not, nor was He begotten, and there is none equal or comparable unto Him. His Oneness has three aspects: [Tawhid AI-Uluhiyyah] Oneness of the Worship of Allah, [Tawhid Ar-Rububiyyah] Oneness of the Lordship of Allah, and [Tawhid AI-AsmaJ was-Sifat] Oneness of the Names and Attributes of Allah.