Having a lot of different experiences gives you knowledge as well. You can’t learn the truth just from reading textbooks and Internet. So, try to experience many different things.
Don’t be afraid of having experiences or of failing or making a mistake. Failing and making mistakes is better than worrying too much about it and not doing anything. 

Make sure you don’t compare yourself with other people, because if you do, when you see someone better than you, you lose your confidence straight way. Compare yourself to your past.

You have to be careful what you think about things, what you say too. This is a lot to do with your subconscious mind. 
When you try to do something, you shouldn’t think or use these words such as “ I can’t, that’s too hard, impossible, I feel no good, I’m too tired, etc “.
Your subconscious mind is the closest one to listen to those words, so you are making yourself weak by using those words. 
You also shouldn’t criticise people. You may feel good just after you criticise someone, because that makes you feel you are better than someone.
Your subconscious mind can’t tell if you criticised yourself or someone else, so you will lose confidence afterwards.  
You should always use these words instead “ I can do it!! , That’s easy!! , I feel so good!! , I got so much energy and power!! “ 
Say those words with your head up and back straight. 

You don’t have to be elegant or pretend to be tough. The real confident people don’t have to do that. 
They are so natural, they don’t need to put on an act of confidence it comes from deep inside, from their experience and mindset. 

                
Confidence can be strengthened by many different experiences and your mindset.
These are a few different experiences that helped me build my confidence, so I think they will help you too.

1, Experience of repetition over and over

If you have the experience of doing the same thing a lot of times and you get so used to doing that, you become more confident.
For Martial Arts training, repetition of practicing the techniques over and over everyday, and then having the experience of competitions over and over gives you confidence.

2, Experience of passing small goals and success

Confidence means believing in yourself, right?
What kind of people you believe or trust?
I probably believe and trust people who don’t lie and when they say they will do something then they actually do it.
To be able to believe in yourself is the same.
When you decide to do something, you have to really start, and promise to yourself that you will keep doing it and never give up.
For example, if you decide to go to the gym everyday or study something everyday, make sure you really start doing it and keep going.
Decide to do something → Take action → Keep going. Having that experience lots of times, then you get confidence.
If you are always giving up and not confident in yourself, you may possibly be in a bad cycle of trying too hard → giving up → self-image goes down → lose confidence.
Don’t worry, that might not be your fault.  You just didn’t know how to make an achievable goal and mindset.

3, The experience of getting through the hardships and obstacles

When I look back, a long time ago.  I think I got confident in myself by having the experience of going over every obstacle or going through the hard fights and not giving up.  Winning or losing, doesn’t matter as long as you try your best and don’t give up, you will get confidence.
Your attitude is important when you face to the hardships and obstacles.
Do you smash the obstacles or get smashed by the obstacles?