i don't know if it's so much that some are "born with it" and some are not . . . i think this is more on the "nurture" side of things than the "nature" side (although it's probably a combination of both). i don't have any great advice from personal experience, because i lack confidence, but i have this page bookmarked, and it might be helpful for you!
for me, it boils down to doing something. taking action, despite my utter lack of confidence in my ability to accomplish whatever it is, really helps me - even if i don't end up feeling like i did a great job. as long as i did it, no matter how nervous i was or how much help i needed or how hard it was or how much it went off track, if i did it (or tried), i feel better about myself and more like i could do it again next time, or tackle the next thing.
a crazy example of this is that i was painting my dining room and kitchen with a friend yesterday. as we worked our way around the room(s), cutting in, we started approaching the fridge. i was like, "um, what happens here? do we have to paint behind the fridge?" my friend was like, "what do you want to do? i think normally you would pull it out and paint behind it, and the stove too, if you want." i felt pretty paralyzed, like there was no way we could do that. not only that it would be physically difficult to pull the fridge out, but like emotionally, i was freaked out by the thought of dealing with the dirt and random stuff behind my fridge as i had never pulled it out in the three years i've lived there. i just felt like i couldn't, because i've never done it before. even clearing the junk off the top of the fridge was intimidating to me, because i didn't know where to put it (um, hello, on the counter is fine!). i decided to postpone it while we finished the rest of the cutting in, but when we came back to it, my friend was like, "let's just get it done," so we did, and yeah, obviously, not a big deal.
hmm, so maybe until you "get there" (until you gain the confidence you need), asking for a little encouragement and support is a good idea too.
how about this self-hate, though? that may fall under another category. are you doing any therapy or have you in the past? that might help.
it kind of sounds like (and i'm just guessing) your lack of confidence is an obstacle in social situations (wondering what others think of you, feelings of uncertainty and looking back). is that right? if you can put your finger on where your lack of confidence is hurting you, then it might help you to tackle that specific area. it sounds like you're worried that others will find you not good enough or unacceptable. are there things about yourself that you deem unacceptable? this is maybe a self-worth thing more than confidence (although they are definitely tied up together, and self-worth is something i also struggle with, very much so!).