When you have it, you feel as though there's nothing in the world that can stop you. You feel as though you can make all the money you want to make; you feel as though you're smarter than every person you meet; you feel entitled to the better things in life; you smile a lot, and people feel infused with your energy.
When you're not confident, people feel your energy also, and it saps them. You feel unworthy of good things; you question your judgment; you feel as though you have nothing to offer to the world. You sometimes feel jealous or envious of others over the smallest things, and even things that don't pertain to your life depress you. You feel out of control; that's not a good feeling at all.
What can one do to get out of the doldrums of insecurity and non-confidence? Anything different is a good start. A change of routine is a good step towards a different way of thinking. Sometimes it can be as small a step as putting your right shoe on first if you always put your left shoe on first. Sometimes it can be as simple as deciding to read something different, like a new book or even a different section of the newspaper.
See, non-confident people get trapped in the miasma of inactivity; they feel they can't do anything different, so they don't even try. Confident people are always doing something different, because they feel that, even if something's not perfect, they'll learn something positive from the experience, even if it only leads to a story they can tell others so they don't make those same mistakes.
Remember the Nike ad that said "Just Do It"? Well, my slight twist on it is just do something. Trust me, you'll feel better for it.