Men feel approach anxiety because they subconsciously feel unattractive. Their subconscious sees the woman and immediately thinks “I (probably) do not have what that woman wants, so if I approach her I will fail, get rejected, and feel bad” (yes, your brain can generate some pretty complex thoughts subconsciously).
Therefore, to eliminate approach anxiety and feel confident, you need to feel attractive. The quickest way to feeling attractive is to actually be attractive, so you should always be on some kind of self-improvement program where you are making incremental improvements in your looks, your money, your career, your hobbies, etc…
That said, you cannot base your confidence solely on your current attractiveness because, being a finite being, your current attractiveness is always limited. There will always be something you do not have and there will always be some guy that is better than you in some way. If you base your confidence on what you have you will always feel insecure or inferior because you will always have some weakness that will subconsciously fuck with you. I know many incredibly impressive guys who lose all confidence around women because they obsess over one or two particular flaws: they are short, they gained a little extra weight, they make less money than other guys, etc… Again, humans evolved to be overly self-critical and fixate on our flaws, which is not good for generating the type of indestructible, godlike, cartoonish confidence that attracts women.
On the other hand, if you identify yourself with your potential you will become more confident because your potential is infinite. If you are deficient in some area (for example, you are skinny) you can think to yourself “I am skinny right now but I am lifting weights and will eventually be buff.” As the rapper Tupac said “we’re broke for the moment but we’ll be balling again.” If you are deficient in some area you cannot change (for example, you are short) you can still feel confident because you can make up for it in some other area. One of the nice things about being a man is that women base their attraction on many different factors, most of which you can change, so being short or ugly is not a death sentence.
Of course, to base your confidence on your potential, you need to actually feel like you are making progress and improving. That is why self-improvement is essential: you need to feel like “even if this woman rejects me now, tomorrow I will improve and be a different person.” Your subconscious mind constantly judges your current state to determine how confident you should be, but if you are constantly changing and improving your subconscious mind will feel comfortable increasing your confidence. The best way to get over a breakup or a rejection is to improve yourself – after self-improvement your subconscious mind cannot be upset that “you” got rejected because “you” are now a different thing that got rejected. Therefore, the most important thing you can do as a man to build confidence is to be constantly improving in multiple categories – you should be lifting, eating better, dressing better, reading, practicing social interactions, etc…
There is another, deeper, reason why you should base your confidence on your potential: women are actually more attracted to potential than actuality. Most guys think women just want a guy with money, status, cars, houses, etc…, but what women really want is a confident man who is competent at defeating challenges. Of course, women prefer a guy the competent guy to ALSO be rich, but women have an inherent preference for men with potential who are making progress over successful guys who now just watch TV all day. The adventure is more appealing to women than the destination, and they only choose men who reached the destination because it indicates he will succeed on future adventures. Women would prefer an aspiring rapper who is sleeping on his friend’s couch but working hard to making progress to a successful rapper that just rests on his laurels and doesn’t do anything interesting or fun anymore.
Therefore, to generate confidence you must feel like you have all the things women want, but also have the potential to get even better. You must feel like a transcendent, infinitely powerful being that is constantly leveling up, so that even if a woman says “no” to you today, she will regret it tomorrow because you will be a different person.
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