The reason I didn't say anything when I first met you is that I didn't feel confident in my English ability.
When we first met, I didn't talk because I wasn't confident that I could speak English well.
I didn't say anything when we first met because I was nervous about speaking English.
「自信がない」＝「I don't feel confident」「I don't have any confidence」
で、何について自信がないかと説明すると、「in」を使います。
I don't have confidence in the team to win the game.
このチームが勝つという事にはあまり自信がない。
もちろん、自信がある時にも「in」を使います。
I have confidence in myself to finish this job by the deadline.
私が締切までにこの仕事を完了することには自信があります。
アメリカ合衆国 
