I think the best thing to do is be realistic. 'Positive thinking' works for some but it never really does for me. I like to visualize failing as well as succeeding at anything. That way neither one has a hold on me.

Secondly, preparation. If it's a test you really want to pass then find out what will be in it and draw up a plan. Work and read up on what you need to know and do as much as you can. Then you'll go into it knowing you're prepared and whatever happens, you didn't let yourself down.

For other things which can't be prepared for, just turn up, let things go wrong if they do and enjoy things going right and you'll find that you start to learn and gain confidence naturally rather than forcing it.