Belief systems are a way of explaining to ourselves that which we cannot or do not have concrete knowledge of. Loose ends are therefore inevitable. There's no way to prove a belief except in the context of other beliefs.
For yourself personally, I suggest starting with an existing system that you're somewhat comfortable with and figuring out how to incorporate that into your life. If that doesn't work for you, start with your core beliefs (for example: it is wrong to steal, it is good to be truthful, etc) and work outwards. Don't expect an overnight answer, either. Most of us spend an entire lifetime trying to figure these things out and I'm confident that no mere mortal has gone to their grave knowing all there is to know about this sort of thing.
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