I see eye to eye with Sadie with most of the things she/he said.
I've been through some pretty harsh stuff growing up, from the suicide of my big brother which was like my role model for everything and was more of a father to me than our dad.. Then the suicide of my dad a few years later... And then i developed a manic depressive personality which is mostly depressive.. More towards clinical depression that occurs once every year or two and lasts for almost a year on average...
And some other unpleasant stuff...
My way of rebuilding confidence and self belief, is choosing life over and over again, and working hard to rehabilitate my self (not from drug addiction, but from the consequences of long term depression; weak body, loss of self confidence / self belief and a big blow to my network of friends). The confidence follows, as Sadie said, after i work hard and rehabilitate myself step by step.
As to what helps - Great friends, which i gained along the way. I love them so much i could not express this in writing. Great therapists (psychiatrist, psychologist). I do not have a strong family behind me, so fortunately i have a good network of friends which are like a family substitute to me, and my therapists as well, which are kind, caring and very smart people.
It also helps to be persistent; after you have decided on a route of action to make things better in your life, do it, but be patient. I thought about it like this just a few days ago:
Moving on step by step towards your goal - One small step at a time, will eventually create a big step. One big step at a time, will eventually create a leap. One leap at a time, will eventually create a significant change in your life

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Cheers, and thank you all for this wonderful forum.