Some of the greatest actors on the planet are the most insecure people. Now I don't know if that insecurity necessarily equates to a lack of confidence. Some people are just very shy individuals. You give them a character to play and a script, and you put them in front of a camera or on a stage, and they just go.
With a pilot, there's a lot of information that gets packed into 46 minutes or whatever it is. Usually what happens is that, throughout the season, you get to spend a little more quality time with the characters and get to know them a bit better, whether it's based on circumstance or relationships they've created with other characters.
Going to the gym and looking for a specific result is a short-lived existence, as opposed to going to the gym and adopting it as a lifestyle. Develop a routine, because it's much harder to break it if you have one. If you have no routine, you have nothing to break, so discipline goes out the window.