I've been working on an article about investigating dharma. This is one of the Seven Factors of Enlightenment, so it's quite important. But it's hard to explain how to do it. It's very different from the way we normally learn things.
I've written in the past about the Zen "sink or swim" method, in which one is tossed into a deep pool of Mu with not much in the way of preparation. It appears to me that other schools walk practitioners through a system of analysis in which concepts eventually cancel each other out, so that nothing is left but the empty space of clarity (which is where the zennie may end up, too, if he doesn't drown. Or maybe it's if he does drown).
It's very hard for westerners steeped in the Abrahamic traditions to not approach dharma as a belief system. It's possibly even harder to not approach dharma as something we can 'figure out" intellectually. However, the dharma that can be grasped conceptually is not the Buddha dharma.
My best advice, for what it's worth, is to just practice. Take the Eightfold Path very seriously. Endeavor to keep the Precepts. Meditate or chant, or both, daily. Be mindful. Then, as you learn doctrine, neither believe nor disbelieve. Don't treat dharma as ordinary knowledge. Take it in, and in a ripe moment it will reveal itself, although probably not all at once.
That may not make sense, and maybe there's a better way to express it, and I'm very open to suggestions.
It strikes me that many of the people pushing "natural" or "secular" Buddhism are, basically, cutting out of the dharma whatever they can't grasp intellectually. They're cutting out the best parts, but this is what happens when you don't get the hang of dharma investigation.