I want to know if I have to believe in the Oral Torah and the stories of the Midrash ?
Jews believe that Hashem gave us the Torah in two parts or forms, the written law and the explanation of it, in the form of the oral law. A Jew that does not believe in the oral law is considered an apikorus, (apostate). See Rambam Hilchos Mamrim 3-1.
If you would like to hear a little more about believing in oral Torah, I would recommend listening to a few lectures by the famous Rabbi Y. Y. Jakobson. Here are some links to of his lectures on this subject.
Additionally, here I a third lecture that you might find helpful. https://www.arachim.org/VideoDetail.asp?MediaID=3778
There is also a great book regarding understanding the Mesorah of the oral Torah. It is called “The Unbroken Chain” by Rabbi Dovid Sapirman.
Regarding the stories in the midrash and the aggada parts of the Talmud often need explanation. Often, they are hard to understand at face value, and are not meant to be taken at face vaue, and have to be studied along with the classical commentaries. The reason for this is that often there are secrets of the torah hidden in the “stories” related in the midrash and gemora. They may be said as a simple story, but the correct understanding of what is being said is the deep meaning, that isn’t readily understood to the layman. Therefore, they have to be understood according to the commentaries. For example, the gemora in Babba Basra which relates a number of fantastic stories of things that happened in the sea. The Vilna Gaon has a long commentary explaining the deep meaning behind what is written there. And the same applies for the gemoras In Bechoros 8b regarding the debates of R’ Yehoshua ben Chananya and the elders of Athens.