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Either you have no self-confidence or you get bullied all the time.
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Well, at 26 years old, I sure hope I don't bully problems!

Actually, I'm quite self-confident. I really thought that showed in my writing. Guess not!
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Cocky is to be overly self-assured, self-confident, etc. People only look at it negatively because it's a "put up or shut up" attitude. Shit, when you think about it, it's more positive than negative. For example:
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Being cocky is having an attitude, and is sometimes a cover for the
lack of confidence. It's not
always a bad thing, but cockiness can indicate overcompensation. Cockiness is a more reliable sign of low self-esteem than meekness is. Not always, but it can be.
Also, in your example, cockiness can cause judgement errors. If we are assuming Cloud is the speaker in your example, we all know that him going at it alone with the enemy is
not wise.
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"Oh, that monster's gonna kill us. I don't stand a chance."
THAT'S negative.
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See, you're going from one extreme to the other. Not being cocky does not mean you will be a defeatist. I'm not cocky, but I also don't acquiesce to defeat before the defeat comes. There is a middle ground. And just like
that example is a negative, so is the first example.
Cloud was only cocky when his memories were tangled with Zack's. When he found out who he really was, that hollow cockiness was replaced with a firm self-confidence. He wasn't boastful and arrogant like before; rather, he was sure of what he needed to do, and his ability to accomplish it.
Comprende?