To me, confidence should stem from knowing for certain that you have the skills/abilities/knowledge/whatever to handle whatever scenario it is you're getting into. That's what I mean by "having a real reason".
Some of the posts here so far seem to be saying that to become confident, one simply has to pretend or act like they have confidence/are confident. But why feel confident for no reason? There's no basis for that "confidence", so is it really confidence then? Are you not just kidding/deluding yourself then? It's no better than blind faith if you ask me, and that's something people should stop doing, believing things without proof.
Doing what you have to do isn't really a matter of having confidence or not. You don't have a choice in the matter, so whether one likes it or not or whether one feels they can do it or not, you have to give it a shot regardless. You (and marz I think too) are right though that (sometimes) the only way to build confidence is to take the plunge and get the experience, and that the experience will, hopefully, build your confidence--but that also kind of just reinforces my point really, the experience is the "real reason" to have confidence. It's ok to go into something and acknowledge that you have no confidence in your ability to do it, and continue to acknowledge that until you do have reason (the experience or whatever other thing(s) that will qualify as proof) to be confident in yourself.