Rather than aiming at being super-confident BEFORE you take that first new set of steps, it can help to aim instead being perfectly OK with acting even when your state of mind isn't the greatest or the most calm or the best.
Instead of aiming at always being able to predict and control what will happen with women, learn to strike an important balance between being reasonably prepared with what you are going to do and say, and then just letting go and feeling OK with stepping into what it is you do not know.
You see, many guys confuse what it means to have true control.
Unless you use a gun or threats of force (which I totally oppose) you can never truly control another human.
At best, you can strongly influence.
To me, control is about being in charge of your choices.
It's about having flexibility and about having the choice to move forward into what you don't know, even when you don't feel totally ready or prepared.
So if you aren't in the most confident state, rather than trying to pump that state up, sometimes it works better to use it as something to push off against, the way a skier pushes of the hill to start his run.
If you can't totally get rid of your nervousness, stop trying.
Instead, use it as choice point.
Exercise your choice to experiment with feeling more comfortable moving forward even when you aren't sure what will happen.
There's a real liberation in it you deserve to take.