You can comprehend what was done at Calvary.
That can take place in two levels.
First, the earthly level. You can study up historical facts, learn the culture and context of those times, understand exactly how terrible a cross was, both in physical pain and the shame/rejection. You can go to the official site of Golgotha. You can walk the hill itself. You can meet the descendants of those very same people, and see how the zeal and tradition remains to this day.
You can comprehend it in the spiritual level. You can meet God in prayer, in worship, in those sudden moments that catch you totally by surprise. You can catch a glimpse of his holiness. And you can also feel the flood of his love. Combine both. That will give you a clearer idea of why the things on Calvary needed to take place.
You don't see them every day... here and now. Some day, millions of years later, the two of us may be sitting over a table in heaven wondering if there'll ever be a 'day' when we don't see these 'incomprehensible' things.
How can you truly believe these things? Search for them. If you trust feelings, experience them. If you trust comprehension, study them. By all means, try both.