You have three questions here. How can I be more confident? How can I start good conversations? How can I show I am interested without seeming desperate?
Confidence of course comes from within. First you have to trust yourself. That comes from knowing yourself and knowing that you can depend upon yourself in the situations you put yourself into. Without knowing the reasons you don't trust yourself, I can't really give you accurate advice on how to resolve that without more input from you. Since you posted this question four months ago and have never responded to the answers, nor to the answers in the other question you posted, I assume that you are no longer interested, but since your question has 3 watchers, I am answering it for them.
Your other question deals with your weight, and this might be part of your confidence problem, or it might be a symptom of your whole life problem. This area would take feedback from you, so I will ignore it and go on to the rest of the answer.
You start conversations with women as you do with all people, by talking about the things that are common to the both of you. The conversation has nothing to do with your being a man and she being a woman. The conversation would start the same way if you were talking to a man, it is just the end result that you want a difference in.
There are many commonalities that all people share, regardless of their sex or backgrounds. The weather is a common example. The location is an another example. The more you know about where you are and why you are there, the more you know about the other person, before you ever meet. That is why you should talk to people while doing activities that you enjoy, or places and events that you like to go. Exploring our common interests and then sharing personal anecdotes based on these interests is how humans socialize, regardless of age, sex, or social background. If you socialize well enough, you don't have to worry about the third question. It will happen naturally.
Okay, so it doesn't happen naturally for you, and you still need the third question answered. Generally both parties are desperate and trying not to show it. Side stepping the issue is often a viable maneuver. At the end of the conversation, relate your plans to again be in that location, and say that you would like to share her company again another time, if she happens to be there. You have to be open at this point to accept rejection gracefully without making her state it aloud, or if she hints that she may be open to meeting there again, or that some other activity or place might be enjoyable to meet at. You can, without seeming desperate, offer her your contact information and tell her that if she wants to, she can let you know when you can meet again.
You pretty much have to leave it at that if you don't want to seem desperate. It is very hard to get a date the first time you meet someone and very easy. Sometimes it is a matter of luck, two people together at the right time in the right mood. The more conversations with women you have, the better your chances of lucky timing. I believe if you search OronD's questions, you will see many posts from people who claim to have had sex with people on their first meeting. Whether this is a good thing or not, it shows you the extremes that two people can take on their first chance encounter. From total ignoring to having sex, with all the variations in between.
On a final note: I don't like social distinctions like class, whether economic class, (perceived) social status, or other ways of separating people into groups, but many people do. Unconsciously, I probably behave the same way. To make it easier for you, you can decide what class you are in and attempt to woo women in the same class. This will raise the comfort level of the person you are talking to, in a conscious or unconscious way. The same goes for physical standards. Again, people tend to create classes or standards, and while I would hope that my considerations of other people are not based upon their looks, we are all seeking beauty in a partner. The more you accept someone in a lower physical class, the better of a chance you will have of companionship. Striking up conversations with only women you find hot will usually lead to disappointment if you yourself are not of an attractive enough class.
