I enjoyed ep2 showcasing various types of confidence:
Maekar - angry confidence
Baelor - serene
Aerion - arrogant
Kingsguard - skill at arms, fame
Steely Pate - sense of self, no BS
Ser Lyonel - has seen it all
Ser Arlan - uhhh well endowed
Dunk - humble
Egg - precocious
Tanselle - stage presence