In this episode of Bad Advice, Tucker Max explains how "just believe in yourself" is toxic advice that encourages delusional self-confidence, which doesn’t work for 90% of guys. It makes them feel worse because they can’t just believe in themselves. The empirical evidence shows that is not how confidence works. 
Confidence comes from preparation, practice, and action (doing things). Start small with simple tasks, low stakes. We talked about this in our social anxiety episode. This is also how athletes build foundational skills and get better at their sport.