As I takes steps to improve my life, my self-esteem improves as well.

Self-esteem responds poorly to being addressed directly and remarkably well to being ignored while you do something.

The mechanism is simpler than it sounds. You keep a promise to yourself and some quiet part of you files it away. Said I'd walk on Monday, walked on Monday. Nothing dramatic. But after a few weeks of that, your own word starts carrying weight with you again, which is most of what confidence actually is.

Broken promises to yourself work identically in reverse, and they accumulate faster because nobody else sees them. Start with one small enough that you'd be embarrassed to break it.