The study of theology often produces crises of faith. In a certain sense, this is what it is supposed to do. True knowledge tends to upset all the subtle ways that we have made gods in our own image. The presence of the living God, especially as he subsists in the rational creature by our knowledge of him, always means the smashing of idols and the burning of pagan sanctuaries. Therefore, just as it is a tragic error to cling to forms of prayer that give us sensible consolation when the Spirit is inviting our hearts into the 'uninteresting wilderness' of contemplation, so it is a fatal error to cling to the way we have always understood the propositions of a catechism or manual as a way to fend off the crises of faith induced by theological study.
Births are hard and dangerous and painful. That's one of the basic effects of original sin. And so it is when God wishes to bring to birth deeper understandings and purer acts of faith in the minds of students. We have to consent to the vertigo and often to the letting go of ideas we didn't even know we cherished so much.
All that being said, not every crisis of faith occasioned by theological study is salutary. Some are pointless, and some are even evil. For these, we must take the Lord's advice and be careful what we hear.
Pay close attention to your teachers. Sometimes teachers of theology can be angry at the Church or at God. This doesn't mean that one can't learn from them, but the student must be careful. Anger and bitterness have their own proper contagion. Always pay attention to what's at stake in the doctrine you are being given. More than anything else, reject any idea of a God that would put an earnest soul in an impossible existential dilemma and thereby assure its misery.
Also, be very careful of any teacher of theology who advocates sin either by word or public example. All of our efforts to think clearly are hampered and darkened by the injuries of sin within us. Even if we are living a prayerful, sacramental life in an honest and ruthless effort to eliminate sin and its occasions in our lives, this will be still be the case to one degree or another. This is especially true in theology. As Augustine says at the beginning of the De Trinitate, nowhere is the work more laborious or a mistake more dangerous than in theology. If someone encourages sin, he has no reasonable hope of not being confused.
Finally, examine carefully the doctrine you are taught. This is not untrusting suspicion; a true teacher will rejoice to have his students do so. If what you are taught does not eventually--and the adverb is critical--help you to make a fuller intellectual assent to the truths of the faith and a more complete surrender to God, you may reject it. If the 'theology' you are given is finally reducible to political philosophy, sociology, psychology, or anthropology, or has no Christian specificity, you also ought to reject it. It's a 'post-Christian' world out there, and to our shame, our so-called theological reflection is sometimes complicit with it.
Above all, pray as honestly and devoutly as you can. That's the most important thing.