Some people are born with a natural self-confidence, but I think most people develop it over a lifetime of both successful and unsuccessful choices. It is usually fear and doubt that lead to the wrong choice, but sometimes the lessons from that choice are the quickest teacher if you examine your feelings at the time.
“Confidence comes not from always being right but from not fearing to be wrong.” Peter T Mcintyre
What is self-confidence? The belief in your ability to go through life with ease knowing you always have a choice in everything you do and can make appropriate adjustments at any time if you don't like the results you are getting. You are continually building confidence through your successes, and I believe it is useful at some point to make a list of past successes. That way, when you are doubting your ability to deal with something, you can refer to the list and remember the feelings you had at the time.
Developing confidence takes time and it helps to be curious and open to life. You need to be able to take deliberate control of your thoughts and emotions when doubt and fear pop up. Remember how comfortable and spontaneous you feel and behave around familiar people. Relax and be yourself and have fun doing a task or having a common goal so you don't have time to feel self-conscious. Don't worry about what others think of you, because it has a lot more to do with who they are than who you are.
If you can remember how it felt to make the right choices in the past, you can feel confident about what you can accomplish in your life.
Visualize to boost your confidence:
1. Think specifically of the time/place/situation you want to feel confident in.
2. Focus on words that describe how you want to be in that time and place.
Close your eyes and think about how those words feel. Then, imagine the situation itself and rehearse it in your mind feeling confident and relaxed.