Believe in what exactly? Turns out no one is really sure what gravity actually is. (For instance whether it's a force like electromagnetism or more a property of space/time as effected by matter/energy.) The equivalence between gravity and inertia -- suggested by generally relativity -- is not understood. Indeed it's not understood why there even is inertia if relativity is true, as it certainly appears to be. (How does nature "know" to create a "centripetal force" if all motion is relative?)
You say that there is a "law" of gravity, and there is. But look a little closer and you find it's not a real law because it's not universal. Real laws are supposed to apply in all relevant circumstances. But to universalize the (Newtonian) law of gravity you have to apply it in the context of a THEORY (e.g. general relativity).
"Believe in what exactly?"
Yes. Isn't that a puzzling construction in English. Why would one ask, "Do you believe IN gravity?" What on earth does that mean, really?
I believe that gravitational forces exist. I can measure them, at least to a satisfactory degree needed for terrestrial needs.
I believe that there must be something underlying these forces. I do not know what that is, and that's not my field, so it's not something I can investigate personally.
So, I read a paper now and then on the subject, find out that we still don't know yet, and wait for further results.
But what would it mean to "believe IN gravity." That makes no sense to me, really.