Self-doubt is a good thing. Roger Federer continues to play tournament after tournament and cherishes every win exactly because he has a little of doubt as to whether he will succeed. If he had no doubt, he would stop playing because there was no joy in winning and no challenge to conquer. It is exactly because there is a risk of losing that people go out and play. No sane adult will go to Little Athletics meetings and race against the toddlers. If it was only about the importance of winning, that is what we could do. But winning is made desirable and special exactly because it is about overcoming the fear of losing and conquering the self-doubt.
If you find yourself in a state of complete and utter confidence (and you are being truthful) then you are not pushing yourself to grow. Every person needs some resistance to grow stronger, just like we need some bacteria to build up an immune system; and self-doubt is that resistance, that barrier that we need to break through. And it is or should be a constant process.
As soon as you arrive at a state of supreme self-confidence, you should realise that you have stagnated in your comfort zone.