1) Join a gym. Lift progressively heavier weights. Its fine if you stick to Deadlifts, Squats, and Bench-press (all preferably with free weights) i.e the basic [functional+compound] lifts. Make sure a trainer corrects you on proper Form or you'll injure yourself.

2)Pick a challenging puzzle/problem to solve during the lifting session.

You'll get over your confidence hangups and make bold strides forward in no time.