Confidence isn't the right word.
There's nothing to it (as I mentioned in the very first thread on this) - people just don't notice / don't care.
You just need to be quick, but unhurried. Hence, AE and lot's of depth of field. And cropping 🙂
You know when you're walking around and your eyes just fix on various things for a fraction of a second? (no, not *only* girls) If you don't stop and stare, nothing happens. But if you stare at someone for a second or two, their brain notices and they look at you.
You just do the same with a camera. Has to be a Leica, of course. Won't work with anything else 😀
It helps if the place is slightly crowded, but that's not necessary.
colin