The key, I think, is to build confidence in small achieveable steps. You set yourself up for failure when you set your goals out of reach. Sure, some people are are just naturally confident, but those who aren't can raise their level of confidence over time.
And visualization has been proven to work. I used to weightlift a lot, and it was widely known that only half of the battle in competing was physical ability - the other half was mental attitude. With the right attitude, you can achieve things you never imagined possible.
The danger is in being overconfident.