So if a girl is giving you a cold shoulder you should try more? But surely that's not right?
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I wouldn't agree with that. It can require confidence to give up, just as it requires confidence to keep going. Confidence is about making the decision to give up or keep going. Admitting what you are doing is not working takes as much or more confidence as continuing.
Confidence is not about thinking you can do anything. It's about knowing yourself, knowing your strengths, weaknesses, and limitations. It's about making choices, and being OK with yourself even when those choices end up being wrong.
One of the most confident things you can do is say "I was wrong". ( I guess I'm not very confident by that definition, but it's still true :) )