Finding/creating areas in my life (both personal and professional) where my natural interests and abilities can shine and be productive. Or even creating quite unique and novel areas/approaches altogether as I very much have a pioneer spirit. Having success with these repeatedly and fairly consistently to a point where I no longer have substantial anxiety and self-doubt. Getting positive feedback from people I respect and am compatible with. Good collaborations and communities. It really is a learned process - I am also someone who has decent self-esteem but confidence is more something that is based on evidence and success for me, simply having a good relationship with my "self" won't cut it alone. Also, not having really basic life problems, like on the level of survival, having enough security in my life so that I can focus a great deal of my energies on what truly inspires me and is meaningful to me.

Knowing that a good portion of anxiety and fear is merely a physiological condition that will always have fluctuations. Try not to project my generalized anxiety into external things so that I will perceive them overly frightening and impossible challenges.

Perhaps it is also useful to consider what sorts of things are the most effective confidence killers. For me: self-destructive behaviors, avoiding and/or destroying the very things that are the most meaningful to me. I have been there big time as well in a few ways and it is very important to remember that I might always have some of that risk. Remain mindful and focus on constructive, productive, positive experiences.

I think a healthy dose of realism helps, too. Taking on way too much or having unrealistic expectations can be potent confidence killers as well.

I also very much agree that severe and chronic depression is usually a strong current against confidence. So get the depression treated as much as possible, whether it is self-care alone or involves professional help.

I personally did not gain much from therapy in this area, much more from fulfilling, productive everyday relationships.