These two things are easily confused but are separate entities. Confidence is knowing you can do something well in a particulare area of your life, while in other areas you may feel inadequate and weak. With self-esteem you value yourself and your ability to take action where required, you know who you are and recognise and admit when you need help with something. How this relates to smoking is where we start to feel weak because we want to stop but 'something' keeps us reaching into the packet until it's empty. When we stop with whatever method we choose then our self-esteem tends to get that much stronger knowing that we did this with the power of our own minds, we've taken back control from the little pointless poison sticks.
The surface confidence that can come from being good at something relies on the admiration & approval of others. This is the 'externally validating' type of personalilty. When you feel good most of the time for no apparent reason, and this could be true for someone without high status or accomplishments, then you're 'internally validating', that is, you don't need anyone else to tell you what you're worth because you already know. Some people keep smoking even though they really want to stop because they're encouraged to by their friends and people they usually hang about with. Not smoking can feel like they're not 'fitting in' to an externally validating person.
The patterns of thinking that lead to us wanting to please are buried deep. That will alter during the session so the only person you feel like pleasing (when it comes to ending the torture of filling your body with lethal chemicals) will be you.