Pride goes before destruction. 

To be confident, do your homework and your research. Listen to the voices in your head that warn you of potential problems. But never use them as an excuse to give up. 

And keep doing things. It's easier to think about something when you're doing it than it is if you've stopped. 

The terms might be misused but I'd like to think confidence and cockiness are a bit different from each other.
 
Confidence is knowing your limits well enough that you feel comfortable working within them and even pushing them a bit. It's about self-awareness--you assess your capabilities based on all the information you know. That often requires failure! I think you have to have some humility to be confident.
 
When you're cocky you don't know yourself well enough to know your limits. It requires a lack of self-awareness. You choose--often thanks to your ego--not to develop your opinions based on all the information provided.
 
Now there's of course more nuance to it (if you're inexperienced but genuinely believe you know it all because you haven't been exposed to anything else, are you cocky? Based on the definitions above I'm not sure) and people often conflate the terms, but that's more or less my two cents. You can fail and still be confident and you can succeed and still be arrogant/cocky.
 
Now your working definition might differ from mine, but based on what you've written it sounds like you lack cockiness.   Humility is key to being confident, but it can also be detrimental if you psych yourself out. Like fishers said, I think the key to being confident is knowing your limits, and often that means doing your research but often that means pushing yourself past your limits too! Failing gracefully and learning from your mistakes leads to confidence.

So, cockiness... more or less another word for confidence/arrogance, then?

Cockiness = arrogance, not confidence.

At least, I think that was what Infared was trying to say. 

And, as stated before, arrogance is pretty much having confidence when it's bad. So, still another word for confidence.

Yeah, I used "cockiness" to mean "arrogance." Sorry, should be been more clear about that.
 

And, as stated before, arrogance is pretty much having confidence when it's bad. So, still another word for confidence.

I'm not sure it is though... sometimes they might seem the same on the outside but internally they can feel different. You can be confident while consciously not being arrogant (think the classic "wise old man" archetype). Yoda wasn't able to defeat Palpatine in Revenge of the Sith but I wouldn't necessarily call him arrogant for thinking he could; just going by Yoda's past experiences with Sith, he totally could have defeated Palpatine. Now during that very fight Palpatine actually does call Yoda "arrogant," which you might say is an example of Palpatine's own arrogance. In fact I would argue Palpatine wasn't being arrogant either--he was very familiar with Yoda's skill level and knew that his own skill level was greater.

Now, the issue is that Palpatine conflates the idea of "bad confidence" with "arrogance"--as you've mentioned. "Confidence" and "arrogance" aren't that clear-cut in real life--I totally agree. At the same time, I feel framing confidence vs. arrogance can be a useful exercise. It's easier (for me at least) to be confident when I feel I'm not being arrogant. If I (broadly) define what "arrogance" is beyond simply "bad confidence," then I can avoid it more easily, and then I can be more confident in my actions. I can't speak to that method's effectiveness for anyone else, but certainly it's worth a shot, no?