Could this be the reason why I now lack in self confidence/belief ?

When I was going into 1st year at high school , I went to the school which I am presently attending open day, and there was a dance team who you could dance with and my dad volunteered me to go up I was the only on up with the team. When I finished everyone applauded and the dance instructor/choreographer came up to me and asked me my name and told me I was incredible and she asked me would I audition for the dance team then so I was like yea of course. So when I went to the audition she remembered me and was like you're the girl from the open day you're with out a doubt going to be on my team. So when I had finished and the audition was over I soon realised that she had put a big mive X through my name and I wasn't on the team at the time I suppose I was quite upset. But now I lack in confidence/belief in all areas of my life not just dance and when people give me a compliment it goes into my head positively and somehow translates it self to come out negatively, so what I am trying to say when I am giving a compliment I am happy for a second but then something inside me says why are you happy because you don't deserve that compliment your terrible at everything. Could this occurrence have been the main reason that I have no self confidence if so how could I build some confidence in myself?? Thanks