I made a post the other day about those of us who miss lots of opportunities in which women are attracted to us, largely due to holding limiting beliefs about ourselves: https://archive.today/wQ4lw

I commented that Good Looking Loser has a great but small section on the subject of what he calls "Entitlement" but no article on how to develop it. With impeccable timing, he just wrote something on the subject: http://www.goodlookingloser.com/entry/confidence/the-myth-and-pursuit-of-immovable-confidence

Basically, in his view, the best way to develop confidence is to ignore the issue, work on your self and your game, get aggressive, and get laid. It's a bit long but a decent read, and the North Korean propaganda pics made me laugh.

IMO this approach doesn't really address the issue of getting that first success, but the right mentality is a good start. Basically, just shut down your uncertainties and self-doubt and power through the nervousness until it isn't there anymore. "Fake it till you make it."