For reference, I see insecurity and confidence as opposite ends of a spectrum. In this frame, increasing confidence is therefore the same as reducing insecurity.

The path towards confidence takes time, but the process is rather simple. If you struggle with confidence, here are the basic tools I've used to achieve it:

1. Exposure therapy
Expose yourself to the situation where you feel insecure repeatedly. Becoming comfortable in those situations is usually best done through repeated exposure to those settings. The first time I was naked with a woman, I felt insecure as heck. The 100th time it was a piece of cake. I felt confident.

2. Expose your insecurities (deeper exposure therapy)
If you are insecure about something in particular that prevents you from being confident - it often helps to expose this particular flaw to other people, and experience them reassuring you. For this to work, you have to find people that you can trust with your insecurities. Some are good at reassuring you, and some are horrible. If you open up to the wrong person it can make it worse. So make sure you're talking to someone that wants the best for you and has a decent amount of empathy.

For example: You are balding, and you're insecure about that. Again, a personal issue of mine. You go to a man's support group where you meet another bald guy. You share your insecurity about balding with him, and he reassures you that being bald isn't a huge issue in dating, and shares some tips on how to think about it and how some women prefer it. This lessens your insecurity and increases your confidence around this issue.

Even better: You expose your insecurity to a girl you like, and she reassures you that she thinks that flaw about you is attractive to her, or a non-issue for her.

3. Learn "how to do it right" (Consume theory)
If you're insecure about "what to say" or "what to do". Then reading and consuming theory, or seeing examples of how to do it can absolutely help. But it's less powerful than direct exposure. Still, it can be a helpful past-time thing you do when you can't go out or feel too exhausted to expose yourself directly to challenging environments.

Trap: Self improvement. People often think self-improvement can help their confidence. And yes, to a certain extent it can help because you may learn some ways to reframe insecure thoughts into more confident thoughts. But that is about as far as it goes.

Self-improvement is a double-edged sword because you are essentially reaffirming that you're not "good enough" as you are, so you need to improve for others' approval. To be truly confident while doing self-improvement of any kind, it's important that it's not done from that perspective.

I enjoy self-improvement for its own sake, but I also know I'm good enough to deserve love from someone great even without all that shit. As long as I don't let myself go - I'm good.

These things really helped me, and I hope they can help you too!

Best of luck!