I'm wondering because a lot of guys told me they liked girls who are confident, but they dated a shy girl.
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Both. I don't have a preference, I don't think. Although, I like specifically extrovertive girls who actively engage me. I don't want to do all the work. This isn't 1950. I'm not going to try to coax a girl out of her shell and try to carry a conversation by myself. Well, I might, some; but if she's just standing there and not saying anything or not very engaged, then I'm not going to push the issue. And I especially like girls who approach me and engage me. This is almost 2016. If a woman is expecting me to do all the work and carry everything, I know she's a 1950s bitch who belongs in the kitchen, not as a partner. And that's what I want. A partner, not a servant or a child or a lost puppy to look after and care for and do everything for. If she can't even talk to me, why would I get interested in her at all? I might want to fuck her still, (correction: I will still want to fuck her) but I'm not going to respect her or value her beyond that. I might grow to out of the simple progression of growing the care about someone you're around awhile, but there won't be much respect or admiration, which I think are important qualities.
It's like anything else though, really. It doesn't depend on what it is, it depends on how much of it there is. For instance, boobs are awesome, but boobs that are the size of basketballs are going a bit too far (insert whatever size you see as too far). It depends on *how shy she is* and *in what areas is she shy* and *how long will she remain shy*. Something like this is really difficult to answer, because there's so many variables beyond simple shyness and confidence. The same concept applies to overconfidence--if she's arrogant and supercilious, that's even worse. It's a balance.
Really, as long as she can engage me in a conversation and take the initiative sometimes--showing that she's not going to rely on me to do everything for her, some degree of independence--then it's cool, to me. I'll admit that the shy cute girl is appealing to some degree, but if she remains like that forever, it might get tedious. I also like the confident girls who don't mind approaching or taking initiative.1