You know a part of the problem is your weight. That's a good place to start. That's something you wanna fix, fix it. Get to it. You don't have to build a habit of exercising, you have to build the habit of showing up at the gym. That's the tough part. Start off with shedding those extra kilos, and trust me, you will gain that confidence. 

It's not just about weight though, you gotta work on each aspect of life.
You want to gain confidence? People tend to become confident when they know stuff, when they've experienced stuff, and they can guide those who look up to them. 

Why would anyone look up to you, if you've never done something in life? You gotta be interesting, you gotta be adventurous, you gotta be charismatic, have that charm... you'll get all that, when you begin to explore more. Explore everything you can, be it cooking, travel, sports, just have a general curiosity about everything. You can't be smart about everything, so simply ask more questions when you meet new people. Be interested in what they have to share. That'll teach you too.

There's no end to self improvement. And once you're at it... you'll see a new version of yourself every few years.