Believe whom?

A man was talking with DL Moody, and said to him, “I want to be a Christian, but I cannot believe.”

Moody questioned him by asking: “Believe what?”
The man simply responded by saying: “Well, I just cannot believe.”

“Believe whom?” asked Moody.
“Well, I cannot believe in myself.” replied the man.

“Well, thank the Lord,” said Moody, “for if you did, it would not save you.”

Titus 3:5 Not by works of righteousness which we have done, but according to his mercy he saved us, by the washing of regeneration, and renewing of the Holy Ghost;

John 3:16-18 For God so loved the world, that he gave his only begotten Son, that whosoever believeth in him should not perish, but have everlasting life. For God sent not his Son into the world to condemn the world; but that the world through him might be saved. He that believeth on him is not condemned: but he that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God.