Some people would advise you to find a hobby or something that you think you will be good at doing.

But if your self-esteem is as low as mine can be sometimes, this isn't going to work. You will find yourself comparing yourself to others and driving yourself into an inferiority complex every time you come up short. And it will make you stop liking the activity you thought you had liked in the first place.

So...maybe the thing to do is to try your hand at something you KNOW you will be horrible at doing. This sounds counter-intuitive and to be fair, it is not easy to do. But think about it. If failure is your worst fear, then you have nothing to lose by doing something in which you are almost guaranteed to fail.

For me, I chose yoga--which in all my life I never thought I would have latched onto.

Has it cured of me low self-confidence? No. But it has made me be a little less hard on myself when I don't do well. And it's also made me less likely to compare myself unfavorably to other people. Instead of accusing myself of laziness or another character flaw, I've been able to externalize my short-comings. Being able to externalize has been shown to help depression.