What Is Belief in the Messengers?
Question

What is meant by belief in the Messengers?
Praise be to Allah.What is belief in the Messengers?
Belief in the Messengers implies four things:

Firm belief that Allah sent to every nation a messenger from amongst them, to call them to worship Allah Alone and to disbelieve in everything that is worshipped instead of Him, and that they (the messengers) were all truthful, speakers of the truth, righteous, wise, pious and honest, and that they conveyed everything with which Allah sent them, concealing and altering nothing. They did not add even one letter from themselves or omit anything. 

“Are the messengers charged with anything but to clearly convey the Message?” [Al-Nahl 16:35 – interpretation of the meaning]
Their message was the same , from the first to the last of them, based on the principle of Tawhid, i.e., that all kinds of worship should be devoted to Allah Alone, beliefs, words and deeds alike, and that everything that is worshipped instead of Allah is to be rejected. The evidence for that is the verses (interpretation of the meanings): 
“And We did not send any messenger before you (O Muhammad) but We revealed to him (saying): La ilaha illa Ana [none has the right to be worshipped but I (Allah)], so worship Me (Alone and none else).”[Al-Anbiya 21:25]
“And ask (O Muhammad) those of Our messengers whom We sent before you: ‘Did We ever appoint alihah (gods) to be worshipped besides the Most Gracious (Allah)?’.” [Al-Zukhruf 43:45]
And there are very many similar verses. 
With regard to the obligatory duties by which Allah is to be worshipped and the minor details of legislation, prayers and fasts may have been enjoined on some nations but not on others, and some things may have been forbidden to some and permitted to others, as a test from Allah. 
 “Who has created death and life that He may test you which of you is best in deed.” [Al-Mulk 67:2 – interpretation of the meaning]
The evidence for that is in the verse (interpretation of the meaning): 
“To each among you, We have prescribed a law and a clear way.” [Al-Maidah 5:48]
Ibn 'Abbas (may Allah be pleased with him) said “(This means) a way and a path.” Mujahid, ‘Ikrimah and many of the mufassirin (commentators) said likewise. 
In Sahih al-Bukhari (3443) and Sahih Muslim (2365) it is narrated that Abu Hurayrah said: “The Messenger of Allah (peace and blessings of Allah be upon him) said: ‘The prophets are like brothers from one father, their mothers are different but their religion is one’” – i.e., the prophets are united on the principle of Tawhid, the message with which Allah sent every messenger whom He sent, and which He included in every Book that He revealed, but their laws differed as to command and prohibitions, what was permitted and what was forbidden.  
Whoever disbelieves in the message of one of them has disbelieved in all of them, as Allah says (interpretation of the meaning): 
“The people of Nuh (Noah) belied the Messengers.” [Al-Shu’ara 26:105]
Allah described them as disbelieving in all of the Messengers even though there was no Messenger other than Nuh at the time when they disbelieved. 

Belief in those messengers whose names we know, such as Muhammad, Ibrahim, Musa, ‘Isa and Nuh (may blessings and peace be upon them all). With regard to those who have been mentioned in general terms but whose names we do not know, we are obliged to believe in them in general terms, as Allah says (interpretation of the meaning): 

“The Messenger (Muhammad) believes in what has been sent down to him from his Lord, and (so do) the believers. Each one believes in Allah, His Angels, His Books, and His Messengers. (They say,) ‘We make no distinction between one another of His messengers’.” [Al-Baqarah 2:285]
“And, indeed We have sent messengers before you (O Muhammad), of some of them We have related to you their story. And of some We have not related to you their story.” [Ghafir 40:78]
And we believe that the Final messenger was our Prophet Muhammad (peace and blessings of Allah be upon him), and there is no prophet after him, as Allah says (interpretation of the meaning): 
“Muhammad is not the father of any of your men, but he is the Messenger of Allah and the last (end) of the prophets. And Allah is Ever All-Aware of everything.” [Al-Ahzab 33:40]
In al-Bukhari (4416) and Muslim (2404), it is narrated from Sa’d ibn Abi Waqqas (may Allah be pleased with him) that the Messenger of Allah (peace and blessings of Allah be upon him) went out to Tabuk, and appointed ‘Ali as his deputy (in Madinah). ‘Ali said, “Are you leaving me in charge of the children and women?” The Prophet (peace and blessings of Allah be upon him) said, “Does it not please you that you are to me like Harun to Musa? But there will be no prophet after me.” 
Greatest blessings given Prophet Muhammad
Allah favoured Prophet Muhammad and singled him out for great blessings which were given to no other prophet. For example: 

Allah sent Prophet Muhammad to all of the two races of mankind and jinn, whereas each Prophet who came before him was sent only to his own people.
Allah supported him against his enemies by striking fear into the hearts of all his enemies within the radius of one month’s travel.
The earth was made a place of prayer and a means of purification for him.
War booty was made permissible for him, where it had not been permitted to any prophet before him.
He will be granted the position of greater intercession.

And there are many other special favours that have been bestowed upon him (peace and blessings of Allah be upon him). 

Believing in the sound reports that have been narrated from the messengers. 
Following the laws of the messenger who has been sent to us, namely the Final Prophet, Muhammad (peace and blessings of Allah be upon him), who was sent to all of mankind. Allah says (interpretation of the meaning): 

“But no, by your Lord, they can have no Faith, until they make you (O Muhammad) judge in all disputes between them, and find in themselves no resistance against your decisions, and accept (them) with full submission.” [Al-Nisa 4:65]
Why do we believe in the messengers?
We should note that belief in the messengers bears great fruit, such as: 

Knowledge of the mercy of Allah towards His slaves and His care for them, as He sent the messengers to guide them to the path of Allah and to show them how to worship Allah, for human reason alone cannot come to know that.
Giving thanks to Him for this great blessing.
Loving and venerating the messengers (blessing and peace be upon them), and praising them in the manner that befits them, because they are the messengers of Allah, and because they worshipped Him and conveyed His Message, and were sincere towards His slaves.

For more, please see this category: Belief in the Messengers 
And Allah knows best. 
References:

A’lam al-Sunnah al-Manshurah, 97-102; 
Sharh al-Usul al-Thalathah by Shaykh Ibn ‘Uthaymin, 95, 96.