A good question. Usually we can't just choose what to believe. For example, I can't decide to believe that there's an elephant in the room with me, no matter how hard I try. That's likely because we're wired in a way that won't usually let us override the evidence of our senses. But the words "believe in" are typically applied to things that we can't check on simply by looking around—things like belief in God, or belief in the trustworthiness of a friend. (It's not that the evidence of our senses is simply irrelevant to such things, but it's seldom definitive.) In matters where the senses don't just settle things, it's a genuine question whether we can decide to believe, and my sense is that we often can.
A comparison might help. Suppose my friend has been accused of something, and he asks me to speak for him as a character witness. I can certainly decide whether I'm going to do that. The decision might be easy, but the more interesting cases are the ones where it doesn't just seem obvious what to do. There we have a real feeling of deciding. Now suppose I ask my friend about the accusation. He tells me his version of events, and if his story is true it's clear that he's innocent. I think that in cases like this we sometimes have the sense of deciding to believe. In particular, I might decide to believe my friend's story. If that's something I really can do, then I'm not just deciding to do something, I'm deciding what to believe.
There are other cases that aren't quite so direct. Think about belief in God. Pascal long ago observed that if I start going to Mass, taking holy water, spending time with believers, I may well come to believe myself. Of course, this won't work unless I'm at least open to the belief, but the point is that I can choose actions that make belief more likely.
So there's no hard and fast answer here, but it's plausible that at least sometimes and to some extent we really can choose what to believe in and even what to believe.