No one is perfect the first time out, but often self-confidence teeters on a mountain of goals and expectations. If you get rattled when you aren't the best at something or when things don't go according to plan, you'll always be at the mercy of factors you can't control. The American Psychological Association suggests that one of the best attributes to develop for dealing with stress, anxiety and adversity is resilience, the ability to adapt to changing circumstances. When you're resilient, your self-confidence isn't a function of your performance, and that's a very liberating way to live [source: American Psychological Association].
Resilience is natural to the human condition. The trick is to recognize that you aren't defined by one foul up -- or even two or three. Self-confident people are on a journey of self-discovery. They're curious and embrace new challenges because they have realistic expectations and aren't keeping score.
When life doesn't quite turn out the way you expect it will or want it to, give yourself a little wiggle room. The more you reward yourself for stepping out of your comfort zone and trying something new instead of bashing yourself for a less-than-stellar performance, the easier it will be to tackle the next challenge with confidence.