Is there any way to gain self-confidence ?

[Mod]

For the moving part, what kind of exercise could I do by myself at home ?
Would doing push-ups, sit-ups, jogging and exercise bike be enough ? Or is there something else I should add to it ?

That's fine. Just any form of cardio, to get your limbs moving (to a point of slight soreness), and your heart beating.

The old saying goes,

"No pain, no gain."

-If you're not getting sore (and sweating), you're not building up lactic acid or signalling change to your body that you mean it and it needs to start toning fat to muscle to cope with your workout routine.
-If your heart is not beating fast, you're not burning calories or pumping blood flow to areas of your body under stress that need it (your limbs and muscles). Simple reasoning.

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The only problem with working out at home, is that it's easy to skimp out on exercise, since it's too comfortable and private for you. Your fridge is less than 30 seconds away, your computer & TV too. By going outside or to a gym, you subject yourself to having to do something:

since you wasted time getting there anyways,
and are under the watchful eyes of others to not look bad and lazy.

LOL Mod you didnt say eat less brotha. you said starve!

I SAID BOTH. DON'T RAG ON ME, BROTHA.

[Trinket]

It's difficult, but as long as you can change your mindset and thought patterns, you'll find that self confidence comes pretty easily. What Raj said is exactly right -- rather than think things like "why can't I...", think things such as "I can..." or "I will..." =] you'll believe in yourself more. A positive outlook on yourself and in life helps a hell of a lot. Certain phrases help too. Classic example: instead of thinking "I don't want it to rain today", think "I hope it's sunny today". See what I mean? ;o

It's something I had to adapt to when I came off some medication at the start of this year, and yeah, it's been a bitch...but it works for a lot of things, not just for self confidence. Best of luck!