This is one of the questions that players ask us all the time.
And it is obviously very much related with their self-confidence. But there is another part that plays into this.

You could be very confident in general but still feel the fear and anxiety before an important match or before taking a penalty.

This is a natural response that, hundreds of years ago, was totally valid. If you publicly made a fool of yourself back, you could very well have been banished by your tribe - which meant you were going to die. 

To some degree, that fear can actually be beneficial. You become more alert and have more energy to play. But the problem comes in when the fear is so strong that it works against you and you can't perform at your best. So the question that you have probably asked yourself is, how do I stop being afraid? 

And the unfortunate answer is, you don't. It will get a little easier. But no matter how many games you play or how many penalties you take, this anxiety will never completely go away. So what then?  

The first thing you need to drill into your head is that failing and messing up, especially in a football game, won't harm you. In fact, if you have the attitude of always learning from your mistakes, failing is essential for your success!

You constantly need to get out of your comfort zone if you want to achieve greatness. And that, as annoying as it is, requires you to do things that you're afraid of.

The only thing you can do, whenever the anxiety comes up, is to see it as a sign of progress. And to be proud of yourself in that situation, because you are doing the right thing.

This still won't make the fear go away. But if you do this often enough, you eventually get hooked on this feeling of overcoming it. And you will experience this paradox of being comfortable with the uncomfortable.

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