Hehe, this makes me laugh a little because I think it's basically the modus operadi of an e6 to be doing this constantly. I'm a sensitive overthinker too, obviously.
But I don't think the scenario-producing game is necessarily a bad thing. Like you said, it's fascinating, it's often entertaining, and I think it can help immensely with empathizing. I suspect how much confidence you're demonstrating has more to do with how you use the results of the what-are-they-thinking game, rather than whether you play it. Like whether you let your hypothesized answers change your course... or at least, how quickly you let them change your course. We are both imaginative and reactive enneatypes, which I think is significant here. The more healthy we are, the less we react dramatically. For me, I have to ask myself things like: Am I reacting to my hypothesized answers out of fear, or am I taking them in perspective as potential but not real, letting their possibilities inform me but not direct me? Am I letting my imagination pull me around, or am I standing firmly on the ground, letting my hypothesized answers guide my vision and my actions but not taking control of my decisions? Who is in charge here? In other words, I don't think the guessing itself is a problem. I think the way one responds to it can be.
And at least personally, I feel like my confidence really comes from a separate place. For me it's more of a deep body-and-energy place. It's not a surface, up-front sort of thing, not racing ahead like my thoughts. More like a deep, wide, clear, steady sapphire pool of feeling confident in myself. For me it's more physical and emotional than mental, feeling strong, capable, and deeply caring. I'm certainly socially shy and not always the most outwardly confident. I know that personally, feeling grounded in my body is a huge confidence boost. When I feel strong and athletic, that gives me a lot of inward confidence, like it feels good to be who I am so I'm going to keep doing it. I also get confidence from feeling competent and meaningful - if I'm doing the things in my life I want to do, if I'm achieving my goals, if I'm enjoying my life. Those are the sorts of things that build me up and make me feel like I love who I am, which makes me much more resilient. It's a feeling that quiets my mind from racing so much and lets it focus on what I really care about, which includes genuine and compassionate connection with people, as well as sensuality and sexuality.
So that all is to say... I wonder if the answer is just return to your core again and again... return to what makes you tick again and again. I think we have a native sense of what is good and healthy. If you're getting lost in the guessing game, pull back inwards again, recenter on what you really care about, and return. Go back to what is most genuine... who you most truly are... the interactions that make you feel lit up and warm inside. I think a lot can get lost in overanalysis in relationships. I've been in my relationship almost three years now and I still have to stop my crazy thoughts from flying and return to figuring out what is deep and real, what is true versus what is an overwrought mental elaboration playing on my fears.
On the bright side, there have been studies demonstrating that people tend to overestimate others' abilities. People are statistically likely to believe what someone says when they say it. So while I'm no advocate of false confidence - Starry made the important clarification between false veneer and true depth of courage - I also think there's an art to letting things just be okay. Again, to me as an e6, this is one of the weirdest and craziest things for me to wrap my head around, but like 9 times out of 10 when I'm worried about something, if I just let it go, things turn out okay. That awkward thing you might have said... that weird joke that no one got... that day you were just an asshole about everything... people are way more caught up in their own concerns and tend to forget stuff like this unless it pings as "super important" on their radar for some special reason. So sometimes it's just okay to let it be okay. And that's kind of one of those deep well things for me. So shit's flying right now... oh well. It'll be fine in a while. Duck into the sapphire pool, trust and wait, give it a few days to blow over. The song and dance of life goes on. One minor aberration is unlikely to lose you something important - if it does, it wasn't on very steady ground to begin with, and it's your choice to actively try to solidify that ground or to just move on.