How to say?
I don't know what you believe in but ...

or
I don't know in what you believe but ...

Thanks a lot.

Question

How to say?
I don't know what you believe in but ...

or 
I don't know in what you believe but ...

Thanks a lot.

Answer

Both are correct, but the first sentence sounds more natural.

Answer

Piotr:

The first sentence is more common.
  The second sentences is understandable, if less common.

(Also,  one can move beyond   discussions of belief.  "Believing In"  something is not always an accurate descriptive of knowledge.)

Answer

The first answer sounds correct :)