Self-Confidence is often the difference between getting what you want from life, or not. People without self-confidence don't believe they are capable of getting what they want, and so they don't. The opposite is also true. Self-confident people tend to get what they want from life because they believe in their ability to get what they want. One of the rules of the mind is: "what the mind expects to happen tends to be realised" and so people that expect to succeed generally tend to do so. Being self-confident is not the same as being arrogant.
The level of self-confidence a person has is conditioned. This conditioning usually starts at an early age and is compounded through time. Children that are taught that they are capable of success find evidence to support this every time they succeed at something. Children taught they are incapable find evidence to support this knowledge every time they fail at something. This knowledge then becomes the child's belief. The child then grows into an adult carrying the same belief system and consistently producing the same results.
Henry Ford said it best when he said: "If you think you can do a thing or you think you can't do a thing, you're right". This thinking referred to by Henry Ford is usually done unconsciously by the person doing the thinking due to this person's prior conditioning.