There are at least two types of confidence. One is confidence based on mastery of skills (discussed here in Part I) and the second, which is more important (the subject of Part II) is the confidence in relating with other people.
Confidence based on mastery of skills can only be attained through constant practice. Ask any musician, sports person, or any other occupant of any other field and the good ones will tell you that their skill was developed through intense immersion in their activity and constant practice.
I learned early on for example, that the secret to being good in math was constant practice. In studying for long tests, I would answer questions from textbooks which provide answers (to every other question) at the back so I could check whether or not I got the right answer even if answering those questions was not required.(I once got lucky and did drills on a higher level textbook and lo and behold, my teacher got all his questions from the textbook. Thus, two long tests with perfect scores).
Drills in math give a student a feel for the mathematical game, training that student in types of questions that are asked and the type of thinking required for a particular type of question. I hear that the trick to doing well in the GRE is the same. Practice.
The same is true for any other field. Pianists or other musicians for that matter become good or great by constantly playing the piano until such time that their fingers know what to do (they can play with their eyes closed). I am especially respectful of violinists because unlike pianists or guitarists, there are no real guides regarding where their fingers should go. They either know it or they don't.
An athlete must constantly train and practice before an actual game or event until participation in the event itself becomes second nature to him. When he is out on the field, he will know what to do. He is one wth the field or as basketball and golf coaches would say, "Be the Ball".
But an even more valuable form of practice is not the practice before the event but the practice inherent in the event itself. The experience of competition, most especially the experience when the stakes of the competition are high (ex. a championship) is also important because an athlete must also get used to the crowd as well as the pressure of the moment, factors which will be absent from the practice venue.
I remember a scene in Glory where white officers were training a newly formed company of black soldiers during the American Civil War. A particularly good black solider was showing off his marksmanship but the officer challenged him to display his talent while the officer fired rounds around the marksman to simulate battle conditions. While this is better training, nothing beats the training derived from constant exposure to actual warfare.
There is no better way to gain confidence except through constant practice and immersion in actual activity.