"What do Atheist believe?
How come they believe in nothing?"

The "a-" is a prefix in "atheism" and "atheist". The 'a' means 'not'
It means "not a theist."
As opposed to A "theist" who has some belief in a deity or deities.

Bit like we would say someone is 'amoral' if they have no morals. or 'asexual' if they aren't interested in sex!

I think that an atheist is, generally speaking, someone who can see no proof that there IS a God and until they can they prefer not to follow any religion. But I believe there are various forms of atheism, including stuff like religion causing social repression, poverty etc. Or just a plain and simple belief in the atom (the big bang) and "since only matter exists, god - being immaterial - cannot exist"

Very general observations, but .....

I have to admit that I always considered any countries the Christian Missionaries went to always ended up poverty stricken and socially repressed!