> Participate in some organized activities as a leader.

I've noticed that martial arts schools often cultivate leadership. Once you've been training for a year or two, you will often be asked to demonstrate technique to beginners. Did wonders for my confidence as a teenager.

Similarly with the outdoors club at my university. Once participants had gone on a few trips, they were encouraged to plan, organize, and lead their own.

Any of a number of hobbies ought to offer similar opportunities.