There is a difference between seeming confident and seeming psycho, when it comes to the approach.
Confident would be approaching women at known meat market-type social setting, like a party or a bar, and talking to them.
Psycho would be aggressively approaching a woman in a non-social setting and basically saying, "Hi, I'm a complete and total stranger. Here is my phone number. Please call me so we can have a relationship together."
Do not skip over small talk and getting to know a woman before asking her out, or you will seem pyscho.
Good decisions come from experience. Experience comes from bad decisions.