This is a good thread
Self-confidence is about how much you believe you have the ability to achieve in the challenges life throws at you. I don't think it has to mean you think you will definitely achieve - just you believe you can. Confidence can either be genuine or false, the best way to tell is when you have to deal with failure.Lets say you have an module exam coming up, you think you will get an A but you end up getting a C. The self-confident person still believes he has the ability to succeed, and looks hard to work at what went wrong, without wasting energy blaming himself or others for not doing as well as he expected. The not-so-self confident person says "damn, I thought I could get an A but I'm only good enough to get a C" and reassesses his perceptions of his abilities downwards.
Self-esteem is about how much you value yourself as a worthy person in society, worthy of having friends and building relationships. Sometimes I think people develop low self esteem in search of attention or people giving them compliments.
Self-image is how you perceive yourself, either physically or your character. Whether you think you're good looking, fat, intelligent, lazy, obnoxious - regardless of what other people think you are - that's your self image.