The most important answer posted so far is HEEL –> TOE
Many people try to land their heels and toes at the same time. This is WRONG!! It makes you walk all wrong for posture, gait, balance...everything!! The only time to try to land both together is when you're on either very slippery surfaces or stairs. In either of those situations landing on the more substantial surface of the balls of the feet provide more traction and comfort. Combined, this = confidence!
Second thing is wear shoes that fit...There's nothing worse for confidence in heels than shoes which slip off the feet too easily. This will allow the heel of your foot to move inside the heel cup, resulting in lack of control.
When first starting out DO NOT wear very high heeled sandals!! There's just too little support. You're feet will slide forward in the shoes, altering the gait and feel. There's no ankle support. And usually, the shoes are more flexible than they should be. All these combined make for a very short distance walking shoe and one which does not build confidence. Best heels to start in are ankle or higher boots. Ones that lace up preferably. This allows you to adjust the amount of ankle support the shoes provide. Also, wear heels higher than you're comfortable with. I KNOW this may sound CrAzY...BUT...If you practice in heels higher than you'll normally wear, the lower heels will feel like flats when you put them on! (And then, when the occasion to wear the really high ones comes up, you'll be ready!)
And finally, PRACTICE!!!!! There is NO way to better master something than actually doing it. I don't care what you're taught or told...experience is the BEST educator!! Practice around the house...And I don't mean, put them on then sit at the computer...Get up and do your chores..Make dinner...talk on the phone...Whatever keeps you on your feet. This will enable your confidence to grow, build your strength and endurance and mostly, teach you what you can and can't do in heels, in the privacy of your home!! This way, should you slip, trip, fall, whatever, you won't have the world to laugh at you!
High heels are a wonderful thing. They enhance most women's figure to a certain degree. A gal who wears them confidently and competently exudes grace, style and self confidence. So go buy a pair you can just barely stand in, practice around the house for a few weeks, then, wearing which ever heels your friend said you can't walk in, teach your friend how to CORRECTLY walk in high heels!! :-)