You will find the prepositions "in," "of," and "with" used between "confident" and "myself," given here in decreasing importance of popularity. A brief look on the intertubes leads me to believe that the "with myself" locution is used in self-involved autobiographical narratives, self-help books, advice columns, and other forms of psychobabble in which the person who is and the person who used to be are considered separate entities.
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