To help a nervous horse gain confidence, it's important to start by creating a calm and consistent environment for the horse. This can be achieved through regular routines, gentle handling, and positive reinforcement. Additionally, exposing the horse to new environments and experiences gradually can help desensitize them to potential stressors. Building a strong bond through trust, patience, and understanding is key in helping a nervous horse gain confidence. Working with a professional trainer who specializes in working with anxious horses may also be beneficial in developing a tailored plan to boost the horse's confidence.