tend to proclaim the importance of faith in Jesus
Yes, that's the point - people don't tend to proclaim the importance of faith in things that actually exist. You won't hear them say "have faith in the existence of tables" or "have faith in the existence of chairs".
I would suspect that this is because a) everybody believes in tables and chairs (with the exception of a few very strange people, who are probably easy enough to spot), and b) nobody (again with a few odd exceptions) believes in any sort of doctrine or plan of action for chair-and-table-believers, so faith doesn't have many consequences (except for having somewhere to sit and place things on).
We, on the other hand, proclaim the importance of confidence in rational thought, for the same reasons that theists proclaim the importance of belief in their god: it is a belief which is not universal in the population, and it is a belief which we expect to have important consequences and prescriptions for action.
David Chapman criticizes "pop Bayesianism" as just common-sense rationality dressed up as intimidating math[1]:
What does Bayes's formula have to teach us about how to do epistemology, beyond obvious things like "never be absolutely certain; update your credences when you see new evidence"?
I list below some of the specific things that I learned from Bayesianism. Some of these are examples of mistakes I'd made that Bayesianism corrected. Others are things that I just hadn't thought about explicitly before encountering Bayesianism, but which now seem important to me.
I'm interested in hearing what other people here would put on their own lists of things Bayesianism taught them. (Different people would make different lists, depending on how they had already thought about epistemology when they first encountered "pop Bayesianism".)
I'm interested especially in those lessons that you think followed more-or-less directly from taking Bayesianism seriously as a normative epistemology (plus maybe the idea of making decisions based on expected utility). The LW memeplex contains many other valuable lessons (e.g., avoid the mind-projection fallacy, be mindful of inferential gaps, the MW interpretation of QM has a lot going for it, decision theory should take into account "logical causation", etc.). However, these seem further afield or more speculative than what I think of as "bare-bones Bayesianism".
So, without further ado, here are some things that Bayesianism taught me.
What items would you put on your list?
ETA: ChrisHallquist's post Bayesianism for Humans lists other "directly applicable corollaries to Bayesianism".
[1] See also Yvain's reaction to David Chapman's criticisms.
[2] ETA: My wording here is potentially misleading. See this comment thread.