Self-confidence, at the most basic level, is just trusting yourself. You are likely self-confident in your ability to walk, run, eat, talk etc. You have mastered these skills, so you do them without even thinking about them. You already know how to be confident about things. We just have to turn on that confidence for other activities and relationships.
The goal of this path is to increase your confidence so you can accomplish more things without even really thinking about them. Now, remember, you fell a lot when you were learning to walk and you spilled a lot of food on your shirt when you were learning to eat. You should fully expect to have some failures as you learn to trust yourself in other activities. Embrace failure as that is how we learn!