We build up our knowledge from experience, and will try to make an obvious mistake or two while we develop. Being a beginner doesn't mean that you cannot do something, and much of the basic artistic craft is learning to capture emotions that others know you are capable of. What little experience that you have likely has just as much to do with your own creativity as it does with your talent. When learning to play a new instrument, there is often less appreciation for newbie players due to their lack of experience.
Well, most skills are not natural. In fact, the more you are proficient in a certain skill, the more you will learn to become adept at it. With practice, it just becomes a natural part of who you are. No amount of anger or frustration will make it go away. You want to be proficient? Get good enough at it to get good results from it. Get proficient enough that you can perform well in small and even bigger gigs and experiences
But learning a skill is not some antonym of self-doubt: It's a testament to one's skills. Sure, self-doubt is about mental processes, which, even with every space-time microsecond that passes, is all about changing your perspective and attacking obstacles head on. But where it occurs with skill is when we are constantly fighting against our own knowledge and training, pitting ourselves against itself, because we doubt our abilities.
When they complain that they have not "made it" at something, this is usually a sign that they are trying to avoid saying things. Even if they have not been practicing at the skill and are simply putting off the inevitable, they want to be able to say they have made it when it comes time to celebrate their success. There is so much unfair criticism in the world that is deliberately vague, useless, and ultimately harmful.
Before I decide if I'm better or worse than someone else, I know that I'm never going to achieve greatness without striving. It's more important to hone one's skills and tools than to be totally confident that one's self can accomplish anything.
Confidence is an innate quality. There's no that one one thing that one has to master to be truly brilliant. Learning to become proficient in any skill has to be combined with exercise, study, habit and growth.
That has more to do with self-improvement than it does with poor performance. We are all and always striving to improve, and we need people to push us to do it.