My dog gives me self-confidence.
I know that sounds weird. Hear me out.
Sometimes I'm a fairly self-conscious person. Sometimes doing things by myself makes me more self-conscious that I'm doing them. Walking outside, for example. I like walking outside, but I feel more confident with my dog. Not just in safety (she's very protective, despite looking cute as a button), but just as a person.
I feel more confident hiking with her. People who pass me will look past me (looking red-faced, sweaty, and undone) and see how cute she is with her dog hiking backpack.
I stopped at a waterfall area a few hours from me on my drive home from traveling the other day, and took an impromptu swim in the water. There were many other people there swimming in their normal swim-suits. I was fully dressed, leggings and a T-shirt (granted, that's what I wear swimming anyway, but I digress). My dog swam with me. I wasn't "That weirdo swimming in her clothes by herself off to the side", I was "That sort of weird girl and awww, look, her doggy is swimming with her and following her, how sweet."
I dunno, I know people probably don't even think those things when they see me, or if they do it's only for a second and it really doesn't matter for me, but I just feel like she gives me confidence. I can't really explain it.