There are many reasons that could explain it, but I will stick to the one I am most familiar with and that is abuse. Verbal, physical, et cetera. I am familiar with this because I came across a really sad case in the form of a co-worker. She had 2 sisters that were "smarter" and "prettier" than her or so her parents told her. She grew up always hearing that she would be "better" if she were more like her sisters. Awful. Unfortunately, she also married a guy who treated her the same way and he constantly belittled her and told her she was frumpy and not as smart as him. Nice guy. The kicker was that she wanted to be a mother so badly and her husband told her that they couldn't have kids until she demonstrated that she would be a fit mother! She was very sweet and would have been a very loving mother. Granted, she was not the sharpest knife in the drawer and she wasn't a supermodel, but she had a big heart and the people around her tended to focus on everything that was wrong with her instead of what was great about her. She had zero self-confidence and/or esteem. She would always put herself down and had a very hard time interacting with people because she was so timid and afraid of being criticized. It was so sad. Again, this is just one reason, by way of example, of why somebody would lack self-esteem or confidence. There are many other reasons, but I'll leave that to other users to answer. Hope this helps though.

They have never been taught to love themselves. In order to be confident you must enjoy being you. If you don't then you will think of every way to stay shy and bashful.

Usually other people have taken it away.