I feel confident when I run, a little bit when I bike or swim but mostly running.
I don't know what it is about running, maybe because it's a challenge I find it hard sometimes but if I push myself just a little bit I can do it. I feel strong, free and confident when I run.
So for me it is tied in with achievement (although I am not fast).
I also agree with Eunice that actively encouraging ourselves is good - self compassion, forgiving ourselves of any mistakes we make.
Good luck