And I know it's all in my head, but seriously, what are some major steps toward changing that?

It's hard to say! I'm dealing with the same issue.

Lots of studies say that it's a mental state created by the belief that you are competent in the areas that are important to you, or life in general. A mental state that can only be achieved from your own belief and self praise combined with people's approval.

However, much of pua states that other people's approval is not needed for confidence and can actually hinder you from gaining true confidence, because of that, approval seeking is often looked down upon. That, and the fact that approval seeking does communicates lack of approval and your need for that approval comes off as neediness.

Unless we can feel confidence, we have two choices, we either have to become compentent and successful in the areas that are important to us, or stop putting importance on things we either can't, or are not interested or willing enough to control.

I had this problem years and years ago. I ended up having to go to counselling over it, it was that bad. Heres how I got through it.

Sean is right when he says its about being confident in an area. So first things first. Find something your good at, and get better at it. If your not good at anything- find something you like and start getting good at it.

In the meantime

Buy 10 bottles of coke a day in 10 different stores. Or anything else thats cheap. And when your at the counter ask the person a question. Any question at all. Have you got the time. Do you stock any decent mints etc.... I had to do this for about 6 months. And for the first month I was never able to bring myself to even ask the question It was tough. But going into 10 different shops every day and dealing with somebody it gave me confidence.

Next when your confident with that. Start hitting the computer store/golf store/fishing store (or anywhere that has experts on hand to help the non-informed buy the right thing) a few times a day.

Its your fathers birthday. And you want the latest and greatest laptop/fishing reel and you want it all explained to you. You want to know why its the latest and greatest. WHats so good about it. WHats that button do. What exactly does 2 gigs of ram mean.

The goal here is to keep a conversation going as long as you can, and then beat that time in the next store or at least get a similar time. Also dont stand there rhyming off questions while he just rhymes off answers. THis is fine at the beginning, but the end goal is really to get a conversation going. Dont be phased if this takes a few months to get good at.

Now while your going out to stores everyday, thats building up your confidence and giving you something to do while you perfecting your skill(s).

Once your comfortable talking to people its time to put this skill to work. Join a club based on that skill. You should be confident enough to handle this after all the experience of going into shops everyday. But it will still be a little nerve wracking all the same. In this club you can demonstrate that you know the subject really well. Your really good at it. Your not just one of the newbs who comes for one or two meetings and then is never seen again. But the biggest part is, you can make friends here. Like minded friends and it will be easy. But please, do not join the club until you are really good at that skill.

Then from here, you have probably got as much confidence as any AFC. And its time to start at the beginning. Learn to open strangers on the street with a simple "excuse me you have you got the time". Once you get comfortable with that you can start throwing in other comments.... "ohh like the watch" then when your comfortable with you can add on "ohh like the watch, where did you get that? my sisters birthday is comming and that is perfect".

It took me about 5 years to go from counselling to being able to get up on a stage and give lectures. This is a slow process. And unfortunately there are no short-cuts You have to be in it for the long haul. But if your as bad as I was, then believe me it is well well worth it. Even forget PUA for a second. Just think about all the times people walk all over you, or the times you missed out on stuff because you were too shy to speak up. Or how many times have you sat there with an opinion/or answer that you know could mean the world of difference but didnt say anything.

Oh BTW self help books rarely help. Its the same as people picking up styles book reading it and claiming to be a PUA. Books are only good if you have a specific problem and dont know how to progress and need an answer. Dont fall into the trap of sitting around reading books all day.

_________________
Everything I have just said is related to the UK and some parts of Ireland. Trying it out may make you look like a bumbling twat in your own country. So be careful.