As Coaching Psychologists we believe that confidence is a skill that can be learnt. 

It is a bit like learning a language. 

If you want to learn French, you would learn some vocab and some grammar, and then if possible, you would immerse  yourself in France to speed up the learning process. 

The problem with self confidence is that people are constantly immersed in their thoughts, but they are thinking the wrong type of thoughts.  It is a bit like going to France and thinking in Italian! 

That is why they don't learn to be more self confident.