Self-confidence 多餘﹖

"Self-confidence" has only one meaning and is a subset of the different meanings of "confidence".

For example, if you want to mean more preciously the boy does not believe in his own ability to do things in general, you would want to say:
The boy lacks self-confidence.

"Confidence" as in "The boy lacks confidence." could refer to belief in somebody or something specific, rather than belief in himself.
e.g. The boy lacks confidence in this teachers.
e.g. The boy has every confidence in his speaking ability.

Like "self-esteem", I don't think it is redundant to have the word "self-confidence" being used by English speakers even the native ones.

2012-08-26 12:02:53 補充：
..., rather than belief in himself as a whole.

Confidence has a few different meanings.
One of which is "a feeling or consciousness of one's powers or of reliance on one's circumstances". For this you are right. eg He lacked the confidence to succeed.

confidence係信任，self-confidence係自信心，係兩回事，lacks confidence係唔信人，lacks self-confidence係唔信自己，明白未﹗