“But ye, beloved, building up yourselves on your most holy faith, praying in the Holy Ghost,”  
Jude 1:20

The Bible says:
“So then faith cometh by hearing, and hearing by the word of God.”  Romans 10:17
Faith is made manifest in the presence of the word of God; it is not faith when the word of God is absent; someone might be brave enough to make a decision, but if that decision is made in the absence of the word of God or that bravery is inspired by every other factor but the word of God, that person is not acting in faith.
In the main verse, he says, by praying in the Holy Ghost, we build on our most holy faith- this means that faith inspired in us because of the word of God, he wants us to build on it; in other words, he wants us to build on the word.
Jesus said building on the word is doing the word;
“Therefore whosoever heareth these sayings of mine, and doeth them, I will liken him unto a wise man, which built his house upon a rock: And the rain descended, and the floods came, and the winds blew, and beat upon that house; and it fell not: for it was founded upon a rock.” Matthew 7:24-25
This means the first thing to begin to do in your use of the word of God immediately you hear it is to pray in the Holy Ghost— build your life upon that word so when the winds and waves come, you would be unshakable!