Trying to build confidence but confused where to start? Am I going about it wrong?

I think that you are on the right track with your idea of talking,dancing. etc. I don't think that the e-mail was wrong. The sister just sounds like she is playing a head game on you. Why does your bf think you are bulimic? Did his family put that in his head? All I know is that to overcome your shyness you just need to get ot there as often as possible. The more that you talk to people the more confidence you will have. Good luck honey!