Just take a moment and think about how great it feels when you get a new personal record in a max effort lift or you take over a minute off of your last benchmark workout. I bet it feels pretty darn good. You leave the workout feeling tough and confident in what you just accomplished. You get home and feel unstoppable. That feeling can carry over into the other areas of your life. The next day you head into work more confident, you are energized and pumped about how you perform in your workouts and what hard training is doing for your life. That is confidence.
Let's take this from another perspective. Let's say you do not get a PR or your time increases because of other factors that are going on in your life. Some things we just cannot control. You leave the workout defeated and a bit perturbed at yourself knowing that you can do better. Guess what? Sometimes you will lose. Coming back in the next day, forgetting about the day before and ready to tackle another challenge is all about character. Losing a battle (a workout) and winning the war (a lifetime of great health) is what builds character.
Mental toughness is what happens inside of the gym. It is built during the workout. When you feel like stopping and giving up, when you feel the words "I can't" start to creep into your head, and when you feel like you will not win, that is when you dig deep into your soul, find that inner strength, the mental toughness that I know everyone has, and go harder. We all have more inside of us than we realize. When the body wants to stop, it is the mind that keeps us going. You always hear me say to you (especially during burpees) "Next Rep, Next Rep". I do that for a reason, to motivate you to keep going no matter what. It will only make you better. Just keep battling through the workouts and find that mental toughness that is inside of you. Get that last pull-up, explode through that last thruster, and sprint that last 200m like your life depended on it.
All of these 3 aspects, confidence, character, and mental toughness, go hand in hand and build off of each other. Be confident in your abilities and accomplishments, build character through the ups and downs of training, and always believe in yourself during the workouts and find the strength and mental toughness that is within you.