Confidence building can be quite challenging because often the things that hold us back are based on core beliefs. For example, 'I cannot do that because I might fail and the thoughts of failure may be a fate that I think I cannot cope with'. It's true that no one likes to fail but if we don't try we definitely won't succeed. Changing a rigid belief into a more flexible one helps to avail of more choices in the future.
Changing approaches to achieving goals involves 'taking action' and action involves carrying out small achievable tasks at first. Whatever it is that we would like to feel more confident about, the sooner we step out of the comfort zone, the sooner we achieve our goals.