There are other ways to boost your confidence, like getting better at anything. But weightlifting enhances your body's capabilities at the most basic level. Your strength improves, and with it your ability to physically handle objects in real life. Also, you are usually keeping track of how much weight you lift each workout. Whenever you make an improvement, you are literally boosting your confidence. Every time I add 5lbs to one of my lifts I feel amazing.

This is the real world, and looks matter. Whether you want it to be subjective or not, beauty is largely objective. Look at Renaissance statues and paintings. Look at our comic books. The heroes are always beautiful and jacked. The villains are more likely to be misshapen or ugly. Now look at yourself. If you improve the way your body looks, you will resemble the heroes. You will start to associate your physique with those of our heroes. Having adopted their appearance, you will start to adopt their attributes. I'm not saying you should think of yourself as an actual hero; I'm saying you will merely start having confidence for looking like one.