Female Science Professor has a post up at her blog about confidence. She asks, "Can a lifetime of lack of confidence be overcome during graduate school?"
One of the important points that comes up in the comments is that education does not lend itself to confidence-building. In science careers, we must be independent thinkers, able to come up with new ideas. But our school experiences don't routinely include this "independent" type of study until late in or undergraduate educations or in graduate school. There are many opportunities for independent study outside of school, but often they're too expensive or time-consuming for students to take on.
There are other great points, too...check it out!