In the story of Jesus and Peter walking on water it’s easy to get hung up on the miraculous part of the story to the detriment of what it says it about faith and our relationship with Jesus. Jesus is telling Peter to have faith in his promises, that Jesus can pull him through. It’s not a question of belief, Peter knew Jesus existed and was the messiah, but of faith - of trusting in Jesus’ promises to hold his hand as he stepped out into a risky venture with him.
Matthew 14:22-33
22[Jesus] made the disciples get into the boat and go on ahead to the other side [of the Sea of Galilee], while he dismissed the crowds.23And after he had dismissed the crowds, he went up the mountain by himself to pray. When evening came, he was there alone, 24but by this time the boat, battered by the waves, was far from the land, for the wind was against them. 25And early in the morning he came walking toward them on the sea. 26But when the disciples saw him walking on the sea, they were terrified, saying, “It is a ghost!” And they cried out in fear. 27But immediately Jesus spoke to them and said, “Take heart, it is I; do not be afraid.”
28Peter answered him, “Lord, if it is you, command me to come to you on the water.” 29He said, “Come.” So Peter got out of the boat, started walking on the water, and came toward Jesus. 30But when he noticed the strong wind, he became frightened, and beginning to sink, he cried out, “Lord, save me!” 31Jesus immediately reached out his hand and caught him, saying to him, “You of little faith, why did you doubt?” 32When they got into the boat, the wind ceased. 33And those in the boat worshiped him, saying, “Truly you are the Son of God.”