Confidence in life can only come from having great competence at whatever you want to do. If you do things in public that you are not competent at then you will probably humiliate yourself and most of us find that one of the worst possible emotions to feel. For this reason we often find it hard to break out of the comfort zone.
If there is something that you want to do in public that you know that you don't have the competence to do consistently and without fail then you need to develop that competence in private. Use your private time to build your capabilities and hence your confidence. You can make it easy on yourself by never going 'all out' when you first start to do new things in public. Perform at 80% to 90% of your competence levels and then you can feel highly confident and relaxed.
You can read the embarrassing story of how I learned this lesson the hard way here:
Nick Pagan » Antidote to Perfectionism
Take care,
Nick