Let me sum up for you some of what I think Kierkegaard is trying to get across in Fear and Trembling, one of his first major philosophical works.
Let me find something for you that cannot be explained via any of the usual methods. This is not just an isolated anomaly, but the firstborn of a new race of peoples who cannot be explained away. I find this in the faith of Abraham. You think you can categorize it, but you’re wrong. It’s way crazier than you realize.
For some good general notes, see this:
http://www.leithart.com/archives/003317.php
Here the necessity of a new category for the understanding of Abraham becomes apparent. Paganism does not know such a relationship to the divine. The tragic hero does not enter into any private relationship to the divine.
-Soren Kierkegaard, Fear and Trembling, EK p.100