Somebody asked me this question and I responded with - excellent question, I'd have to say we gain confidence by taking the chance. The outcome may be what we desired or it may be different but the fact that we took chance gives us confidence. This works with some phobias. I have the height phobia. I try to look below from heights without getting afraid. Small heights first. The phobia is very much there but I will conquer it soon. I have the confidence now. Let me list few important points about confidence-No one has zero confidence, so we can start by building on what we have. Probably all of us are more confident in some areas than in others.

Challenge yourself at every opportunity to go a little beyond hat you know you can do.

Start with something small, and take a leap of faith in yourself.

We can talk to ourselves more kindly and encouragingly, and remind ourselves of what we do well, and whatever success we had.

The only true failure, is quitting. We usually quit because we've become discouraged. If we feel confident we would not quit but try again.

Your feelings affect everything you do in life. Your self-confidence levels and self-esteem depend on your feelings.

Write all the good work done by you. When I feel low in confidence, I try to recollect my school days.
I was the top in my school and my thoughts of past change my state immediately. Do something similar by going in past. Begin recollecting.

Practice trying to see the glass half full rather than half empty, with regards to how you view yourself.

Loneliness can add to the feeling of non-confidence. A lot of times when we feel lonely we're also reluctant to do things like call old friends or new acquaintances, or to go out or invite people over. We need to break this cycle.

We need to have someone tell us that we are good and explain to us how our thinking has been distorted by negative things said to us, over and over again.

All of us are unique! There is no one else like us! Are we morons that we can not achieve what others can? No. We can!

There have been many notable late bloomers in life! Abraham Lincoln, J.K. Rowling and did you know Einstein was considered retarded until after his theory of relativity became known? Yes his teachers believed that because he kept failing his classes.

Begin with confidence and you will know you can do just about anything you choose.

Confidence comes from attempting to do things and recognizing our efforts or accomplishments. A person does not become confident riding a bicycle until they have done it, but they need some confidence that they can learn to ride it, or they will not try.

If you get negative results do not see them as a FAILURE rather than an education and merely a temporary set back. The more kudos you can give to yourself for trying your best,  the better your chances of success next time.

Confidence is built from success and what you learn from failure.

Confidence is all about a positive mind-set.

A small child does not know how to walk but looking at others walking he gets the confidence that he too can walk. Observe successful people. that gives confidence.

Think of what you are confident about and pull up your shoulders.