If you can't have faith in something at some point without proof of it, you'll end up leading a pretty miserable life.
I have faith that my wife and I will remain married without fear of divorce. Can I prove that? Of course not, but I have faith in it. I have faith that I will be able to successfully complete my master's degree. I haven't done it yet, but I still have faith.
That is why faith in yourself is not any different. You have faith in yourself for things you have not yet proven to be capable of.
Most people here probably have faith in gravity, but quantum physics is beginning to suggest that we could be wrong about how it works.
Everyone has faith in something without proof. All we can really base faith off of is our own worldview and the evidence at hand.