Some Points To Be Aware Of Before You Try To Build Your Self-Confidence
There are two articles on this site about increasing self-confidence. One is about 'self-confidence' when it's used to refer to overall self-esteem. The other is about feelings of confidence and competence in specific social situations. Either way, there are some general points that apply to both types.
Don't feel you have to get your confidence to a super high level before you can work on anything else
Having confidence is useful. For one, it just feels better to have a good opinion of yourself and your abilities, and when you have it you'll tend to perform better in specific situations. Also, when people have poor confidence there are all kinds of unhealthy thought patterns and behaviors they can fall into. However, when some people are working on their social skills they get sidetracked by thinking they should try to solve their confidence issues before doing anything else. You can do quite a lot to improve your social prospects without having rock solid confidence. By all means, work on your self-esteem, but it's unnecessary to put everything else on hold.
Realize you can usually still function and go after your goals even if you're not feeling particularly confident
Everyone reading this can probably remember a time when they weren't feeling all that confident going into a job interview or school presentation, but they still did fine. It never hurts to feel confident, but it's not essential. No one is always in a positive, self-assured mood. Even down the road, after you've worked through a lot of your social issues, there may still be things you're insecure about, or you may never fully shake the sense that you're a shy kid deep down. In all these cases you can try to act as if you weren't feeling that way, and go after the things that are important to you.
Having confidence is important, but it's not the only thing you need to be socially successful
A lot of advice on self-confidence has the underlying message that being more confident is central to success. You've probably had the tiresome experience of speaking to someone who was very sure of themselves, but also horrible at relating to people. Occasionally being more self-assured will solve your problems, but at other times what you're missing are knowledge or skills. For example, if you're awkward at making conversation what may help more than anything are some specific suggestions on how to think of things to say when it's your turn to talk.
Also, when you have the skills or traits to get the job done, you often don't need to be especially confident to accomplish your goals. If you know the right way to organize a group outing, it won't matter if you're filled with self-doubt the entire time you set up a plan and invite everyone. Unless your insecurities are flagrantly obvious and off-putting, they won't get in the way.
Your situational confidence can't jump too far ahead of your actual abilities
Sometimes people wonder if they could quickly and permanently increase their social performance by becoming as confident as possible first. As far as I can tell that isn't possible. Your skills/previous track record and confidence in a domain are tied together. If your skills are a 20/100, you're not going to have 80/100 confidence in your ability to perform (except maybe for a short while when you're a beginner who's out of touch with how good you actually are). Another way to think of it is as a person building two small towers side by side, and they can only add to the height of one when they're working from the top of the other.
There's no quick way to gain a lot of confidence
Often implicit in the question, "Can I just improve my self-confidence in order to get better social skills?" is the idea that there's some quick way for people to increase their confidence. In my experience this isn't possible. Confidence has to slowly be grown over time. Any attempt to quickly increase it will only result in a short-lived psyched up feeling. We'd all be super confident if all it took was reading a few inspirational self-help books or Cognitive Behavior Therapy manuals.