Confidence is a load of BS.
If you're in the NHL there are fewer than 1,000 people in the world that play hockey as well as you do.
According to the IIHF there are more than 1.4 million hockey players in the world.
If you have confidence issues playing in the NHL, what should the other 0.007% of the hockeys players in the world do to get over their massive failures in life?
Just because you're better than the majority doesn't mean you can't have confidence issues.
Obviously it's not in the same ballpark, but I'm currently a top 3 ish player in western canada in a competitive video game, but still drop matches due to confidence issues.
I can be playing someone who just walked on, but if they get lucky even once, you can start to overcompensate, or overthink the mistake you made which can lead to playing absolutely terrible. Things that you were doing before then with ease start to feel more difficult because of one mistake you can't get out of your head.
Now this is mostly for fun, and prize pools are in the hundreds, I can only imagine how rough it would be to make such a mistake when it's your job and your future rides on you being able to eliminate those mistakes.
Talbot letting in 1 weak goal to start the game almost certainly plays with his head and hurts his confidence, especially when he's done it so often. I think a major part of these early goals is him overthinking not allowing a goal in the first few minutes, and then when it does, he has trouble recovering mentally.
People will say "oh toughen up, forget it happened, get over it, etc". But no amount of outside encouragement can completely eliminate self doubt.