We cannot understand God because He is far from our understanding. Consequently, the evidence of existence of God, is not observation of God.
What kind of evidence would be sufficient?
There are many types of evidence that could be used if empirical evidence isn't forthcoming: ontological, transcendental, epistemological, etc.
For me, the prophets and the creation. To me it makes a lot more sense to say there is a creator, than to say the world existed by itself. It does not make sense, to say there is no creator. My questions would remain, unanswered.
You're perfectly willing to accept the self-existence of a God though, what's the difference? You're just pushing the question of ultimate existence back another step so that instead of asking "Why does the universe exist at all" you're left with the question "Why does the creator of the universe exist at all." That doesn't "answer" any questions, that doesn't "solve" anything.
The existence of a powerful creator-being is just as inexplicable and mysterious as the existence of a universe without a powerful creator-being. It's not a good explanatory tool because it doesn't really explain
anything, it just creates a microcosm of the original question. If anything, I'd say that it's even
more inexplicable for a powerful creator-being to exist as opposed to the universe just existing.
Farther more, there has been so many Messengers and prophets. With my understanding, they came with clear evidence and signs. There has been a lot of strong believers to the point they accepted to die in the path of God.
It's really impossible to say, every single one of them was either imagining that he was a prophet, or he was a liar.
No, it's quite possible to make that suggestion reasonably considering every one of them said something different that contradicted one of the others' message. Either God changes his mind more than a schizophrenic blonde deciding what to wear to the bar (thus all the mixed messages) or these people are getting their messages from elsewhere; such as hallucinations, political interests, seeing what they want to see, etc.
Being willing to die for a belief doesn't mean the belief is true, it just means the belief is strongly believed. Do you consider the fact that some Aztecs who were willing to die to keep the Fifth Sun from setting to mean that their beliefs must have been true since they were willing to die for it, or that their willingness to martyr themselves even serves as any evidence for the truth of their believes? Of course it isn't, because people believe strange things and are often willing to die -- and
kill -- for them, which is why unjustified beliefs can be extremely dangerous to society.