I used to have very little body confidence too. Reading this forum has really helped because I didn’t believe my husband when he said he found me attractive but reading what people say about their partners’ bodies made me realise that he was telling the truth. Now it’s my OH’s reaction to new lingerie or clothes that makes me feel sexy. Check out the body confidence thread that I started last year.
During the day I find that a good fitting push up bra and matching knickers and nice clothes make me feel confident and sexy even if no one else sees the underwear! If I make an effort during the day then I feel generally more confident and sexy. A nice pair of heels makes me feel sexy for a night out and a low cut top so that my OH has something to look at all evening 
For the bedroom I love wearing lingerie, it’s made a massive difference to my confidence. I’d definitely recommend getting a few different styles (you can try them on and send back anything that doesn’t suit you as long as you haven’t taken the tags off!) I started with a nice bra set with high waisted knickers and then bought some babydolls because they cover my tummy. I recently discovered bodies which are now my favourite items. If you’re really nervous about being naked, wearing lingerie really helps because you are more covered, you can often buy things that you can keep on during sex and your OH’s reactions add to your confidence. I would also suggest a nice robe to wear over your lingerie, it’s warmer, gives you more coverage until you are ready to reveal what’s underneath and gives him a hint of what’s to come.
Other things that work for me are a nice bath and some body lotion before putting on my lingerie, getting my hair / nails done and rather basic - making sure I’ve shaved my legs and tidied up down below!
If you wanted to try some lingerie and were willing to give us some information about your body shape - approximate dress size, shape (pearshape, hourglass etc) , big / small boobs, we could give you some recommendations.