"Confidence" is a (substantive) noun, so we say "I have a lot of confidence". "Confident" is an adjective, so we can say (for example) that we are confident or that we are confident people. This is a general rule; the suffix -ence / -ance is for (substantive) nouns, while -ent / -ant is for adjectives.

Confidence vs. confident (examples) "I am confident" "I feel confident" "You need to be more confident" "I am confident that this is the right answer" "I have a lot of confidence" "He lacks confidence" "I need to improve my confidence"