Let me put it in another way, and as a question - Why do you care what other people think about you?
Most people care what others think about them, and this is one of the biggest confidence destroyers around - "If I mess up people will laugh at me, look down on me."
I say go for it, whatever it is you're trying to accomplish. If you fuck up, try again. And again.
The people who have something to say to you - they're not trying to accomplish anything in their life, so they don't count. The ones who support you, they count.
Also, tell yourself in the beginning, "Whatever I'm trying to do will usually be hard, but I'll do it anyway."
Going to a job interview is hard. It is nerve racking. But the rewards are worth the hardsip if you succeed - you've got the job you wanted. Losing weight is hard - it's months of sweat and eating right. But the rewards are a healthier, happier you. Paying off your debts is hard, but the rewards is more money in your pocket.
Those last two things are huge confidence builders. Exercising will boost natural happy endorphines, and will physicaly make you a bit more confident as you feel stronger physically.
Hope this helps, and good luck!