Some guys 'stumble' upon that color while switching colors when they weren't catching anything. Some just started using a color because someone recommended it, or they saw or read about it being used successfully. I become confident in a color the same way I do in a technique or a lure type. That is, I limit myself to using only that color, technique, lure, etc. on a particular outing. When it comes to color, it's always been a challenge as there are so many different lure styles and many colors are only available in soft plastics, or on hard baits, so I take it one step farther and concentrate on a given color in a certain type of lure.
Take sexy shad colored cranks for example. I never threw anything that remotely resembled that color pattern on a crank in my life, but after all the hoopla it was getting a while back I decided to give it a shot. I set out mid afternoon with three different cranks in that color and left everything else locked up. By sunset I had determined that, despite my reluctance to accept it, that color combination would catch bass in the clear water that I frequent.
So how do or did you gain confidence in a color? By accident, trial and error, recommendation, or, like me, by letting it prove itself?