Thinking, in this case, is good, not bad. Thinking during meditation is not good, but thinking about the dharma is good. You can go to town on thinking about the dharma. You can think about it in all kinds of ways, really get into it, bring out whatever doubts and inspirations you have. This is about the way we live our lives we are not just trying to figure out which way is up.
Confidence comes from really understanding and working with the teachings.
The dharma is very, very precise in how and what it is trying to communicate. When you start to study the dharma, it is difficult at first. There are certain things you have to work to get your mind around. But once you get into the flow, it is very soothing. When you begin to really understand the dharma, it penetrates you, especially the higher understandings of the Middle Way and the nature of mind.