Theists and Believing in Immaterial Objects?

Jesus never defined what a spirit was. He did tell us however, that God and himself were spirits. Everything we can observe in this Universe is a form of material--from solids to all forms of energy including light. Unless Jesus defined what a spirit was, we have to believe that it's immaterial. It doesn't take a genius to realize that immaterial objects don't exist. Immaterial is a synonym for nothing. What grounds do theists have when they base their religion on "nothing?"