As a psychotherapist, one of my first orders of business when people enter my office is to help them establish goals for treatment. When I ask, "What do you hope to accomplish by being here?" Many of the answers I hear involve self-confidence.

People say things like, "I want to feel more confident in myself, so I can start my own business," or "I want to feel better about myself, so I can go back to school."

These are wonderful aspirations. And I'm more than happy to help people reach those types of goals. But there's a big problem with those answers; the order is wrong.

You shouldn't wait until you feel self-confident before changing your life. Change your life first and then you'll feel self-confident.

You gain self-confidence by taking action. Of course, it's hard to take that first step when you don't feel good about yourself.

Take action first.

When you're dealing with a major self-confidence deficit, positive thinking won't magically help you feel better.

If you believe you aren't good enough, telling yourself "I'm smart" or "I'm a good person" will likely feel superficial. And it isn't likely to give you a big boost in self-confidence.

No one has ever built healthy self-confidence by sitting around all day. Instead, confident people take action.  

Do something that proves your brain wrong. Do hard things. Try something new. Sharpen your skills.

Healthy self-confidence is built by mastering new things and overcoming things you once thought you couldn't.

Every time you succeed, you show your brain that you're stronger than you think. Over time, your brain will start to see you in a different light.

But you don't have to succeed every time to build confidence. Your mistakes and failures can help you build self-esteem, too.

When you fail, you get opportunities to practice dealing with uncomfortable emotions--like embarrassment, disappointment, and frustration. Each time you tolerate those uncomfortable feelings, you build confidence in your ability to cope with distress.

Ask yourself this question.

When it comes to deciding what action you should take to build confidence, ask yourself, "What would I be doing if I had more self-confidence?" Then, go do those things.

It's as simple as that. Change your behavior first, and the way you think and feel will begin to shift.

That doesn't mean you have to take a giant leap all at once, however. Start with one small step at a time.

If you're terrified to go to college, start with one class. If you're scared to launch a business, start a side hustle. But whatever you decide, make sure you do something.

Fine-tune your self-confidence by changing the way you think.

Once you're out there taking action and proving to yourself that you're more capable and competent than your brain gives you credit for, you can work on fine-tuning any residual self-confidence issues.

The best way to do that is by changing the way you think. After all, you'll struggle to reach your greatest potential as long as you're calling yourself names or verbally beating yourself up.

If you still think you aren't good enough, talk back to that negative voice in your head. Argue the contrary. List all the reasons why you are good enough.

If you call yourself names when you make a mistake, practice self-compassion. Remind yourself that you're still learning or that mistakes are opportunities to improve (not evidence that you're a loser).

Build your mental muscle.

Self-doubt is inevitable. But the way you respond to your self-doubt is optional.

Commit to taking steps to proactively build your confidence. When you're willing to do hard things, you'll build more mental muscle. And the stronger you become, the better you'll feel about yourself.