There are 2 ways you naturally change beliefs all the time, from the inside-out or from the outside-in.
Since a lot of suggestions come from the inside-out approach, I'd suggest a outside-in approach.
Want to believe you can be a leader? Enroll yourself in some leadership courses, gain some real-world experience, screw up, and recognize when you do things well.
Want to believe you can be an adventurous person? Go skydive, bungee jump, diving, skiing!
Want to believe you can be outgoing? Put yourself into social environments where you have no choice but to talk.
Sounds like jumping into the deep end of the pool? You betcha
But we build and change beliefs like this all the time, from the student who gets his first A and starts to doubt that his 'stupidity', to someone who has a great time at a party and realizes that talking to strangers isn't that hard after all.