Luke 24:36-37

(36) Now as they said these things, Jesus Himself stood in the midst of them, and said to them, "Peace to you." (37) But they were terrified and frightened, and supposed they had seen a spirit. 

The disciples, as blessed and holy as they were, having spent time and touched the Son of GOD, were still only human just like us. When Jesus was resurrected after His death, He was changed but still tangible, meaning He had become spiritual but still in the flesh, nit some ectoplasmic appartition. He was in the flesh and could be touched as He demonstrated when he allowed Thomas to touch His wounds. He even ate and drank with them as flesh and bones and not some ghost. But when He first appeared to the eleven disciples (minus Judas Iscariot), they doubted His physical resurrection and assumed He was a ghost. After all they'd been through and witnessed with Him, they still doubted.

Well, at least we are in good company. The disciples reacted like human beings who are preconditioned to turn our backs on GOD. There is a difference between the desire to believe and actually believing. GOD, when we seek HIM, removes the scales from our eyes and we feel the desire to believe but the process of actually believing takes time. Each person's journey is different and takes a different amount of time. There is an inherent desire within us to do whats right but we must consciously make the choice to do so. GOD always puts us into positions where we must make a choice between what is right and wrong. We face these decisions every single day of our lives and we must have faith to make the right choice as its GOD's way of building and strengthening our character.

GOD is our shepperd and HE leads us to the well to drink the truth. If we truly believe, then we will know we are thirsty and will dip our muzzles in and be refreshed.