Usually, someone develops low self-worth and lack of confidence in early childhood years. This could stem from being bullied, rejected, verbal/mentally abused, or repeated failures in a person's life. Not knowing who you are in Christ can impact your feelings of unworthiness.
As new creations in Jesus Christ we are more than just the titles we wear in the natural realm. But unfortunately most people identify themselves more with the natural titles, than with the supernatural ones they were given on the day they said yes to a relationship with Jesus Christ.
I truly believe it begins with each individual and it is a skill that can be taught. It is like a muscle, that if worked on properly can be built to be strong. It starts with being kind to yourself... loving who you are.