In my younger days I was a lot like you and I personally solved it by getting into martial arts. Training for a few years and finally getting your black belt gets you confidence in several ways:

- It gets you fit, which is a good thing for attractiveness :-)

- It trains you in leadership - you start off as a student but by black belt you're running classes, or at least parts of classes

- It gives you confidence that you can defend yourself, but more importantly, if necessary you can defend your family, your friends, your SO, etc. This changes the way you move through the world. Note: you don't suddenly become invincible, you also learn the humility of encountering people in training that are still far superior to you, but these become less and less over time.

- To get your black belt is transformative, and the equivalent of trial-by-fire/coming-of-age rituals that have faded from our culture: you have to work hard for years to get to that point, and you have had your attitude and skills genuinely tested and evaluated before being granted each belt. And it was all you, no-one else can do it for you, you can't buy it, there are no shortcuts. This is one of the few things you can achieve that you can genuinely call all your own, and it feels good, and it is a massive boost to how you see yourself in the world.

Basically if you find the right martial art you get all the benefits of going to the gym plus learning a valuable new skill, and transforming your outlook of yourself along the way.