The noun confidence means "a feeling of trust and firm belief in yourself or others." A person who walks into a room, smiling at everyone and not at all nervous about the speech she's about to give? She has confidence.
Confidence comes from the Middle French word of the same spelling, which means "firmly trusting, bold." You can have confidence in yourself, another person, your country, even your rain boots — what you put your confidence in will not let you down. Confidence can also mean "in secret," like when your neighbor tells you in confidence that he and his family are thinking of moving away — he doesn't want others to know.