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Your weight lifting example is what you would call "situational confidence" which is gained through experience. Being in a situation over and over again, you'll tend to feel more comfortable in that situation the more you put yourself there.
What it means to have core confidence though is a strong sense of identity and being completely comfortable with who you are.
Ok, but my point is that both of those types of confidence are things that time and effort to develop. You can't just walk around pretending you're Arnold Schwarzeneger. People have a strong sense of identity through the experiences they've been through, the relationships they've developed, the passions they've acquired and the skills they've developed. A lot of people develop this kind of identity through they're childhood so when they grow up, they know what it is they really love doing and who they truly are, in their own eyes, the eyes of society and the eyes of people around them. Others are just misfits. I'm a misfit because I've always spread myself too thin and tried to do way too much and in the end I accomplished very little. I'm just a guy with semi-good looks and a bunch of underdeveloped and useless talents that I don't know how to put into a conventional format for others to appreciate and can't even make basic small talk without clamming up and running out of things to say. Everyone else develops these skills early on in life and people like me are disregarded, laughed at, ignored, sexually and socially alienated, made to feel useless. Nobody understands or appreciates why we have the difficulties we do: as long as everyone else is fine, then that's all that matters. Why worry about the little guy? I've been told and made to feel like it's my fault I'm miserable, that I can't just appreciate what it is I've got - because if I'm not starving and living in a developing country, I should automatically be happy - that sex doesn't matter anyway (from people who have had loads of sex and therefore must know what it's like to be inexperienced), that I should just be more confident (and that this is a magic pill for communication, language, attention and social imagination impairments). Just what do any of these people that have never had any social difficulties or difficulties getting boyfriends or girlfriends know anyway?