Not sure if this is the right sub-forum, but this doesn't seem to obviously fit anywhere.
I've just finished reading Nathaniel Branden's 'Six Pillars of Self-Esteem', and first off I highly recommend it. For what could technically be classified as self-help, and contains a lot of theory, it's highly practical and no bullshit. Don't read its title and assume that its in the same category as 'the six habits...' etc (whether or not you think those types of book are good).
Anyway, one of the central tenets of Branden's discussion of self-esteem is on your willingness to be proven wrong. To be more concerned about finding the truth than 'being right'. I think this is an incredibly important thing to work on if you are in a quest to become more self-accepting, less defensive, more at ease with yourself and others, and truly discover what will help you achieve your deepest goals and desires (even if shallower ones are abandoned along the way).
Mark touches on this and briefly talks about this in his post 'what are your stories': http://postmasculine.com/what-are-your-stories
and this recent post by a fitness and nutrition blogger shows that it applies to more than just women: http://www.leangains.com/2011/12/like-water.html
Their points are similar; the less you buy into your own stories and bullshit, the quicker and less painfully you get to the truth, without wasting too much time suffering hopefully. That's how you get down to what will really attract girls, or build muscles, or get you to 'just do it'.
However, in my opinion, and what I've been reminded of and had reinforced by Branden's book, is that there is an even deeper gain to developing this level of self-awareness and discipline. It's not so much about how you find truth, or whether you achieve your goals, or 'just do it'; it's about how you approach any of those things. Being willing to be wrong, and focusing on truth over being right, will mean a greater acceptance of failure, and of the trials of the learning period. And this in turn will lessen those insecurities a lot of us have (whether it comes out through shyness to hide your identity, or through arrogance and brashness that is just an attempt at outshouting potential criticisms), as you stop worrying that people are out to get you, to prove you, your beliefs or your actions wrong, or that they have some sort of personal issue with you as a person.
As I work through a lot of my more neurotic beliefs in therapy, and with personal reflection, I'm sensing that the main path to building the confidence, self-esteem, etc that I want is about fronting up to the areas of my life where I've been building up and reinforcing stories for years, and removing them with a mixture of increased self-awareness, new alternate beliefs, and of course, repeated action. This is all stuff Mark has said in other words before, but I found it more powerful when I write it down myself and distill it to something as concise as possible.