My father killed himself with alcohol when i was 13.
I think losing a parent can greatly effect someones social skills because in many cases parents are the sole role models for how to act socially.
I think the fact that my father was never really there for me and never really demonstrated social norms to me ( he had SA) damaged me more than his passing.
One of the key jobs of parents is to teach or demonstrate proper social behavior and if you loose a parent and never really get that coaching, it can affect your confidence a great deal.
I also agree with abeutifulmind in that a single parent can still raise a great child and loosing a parent doesn't automatically lower your self esteem or confidence.
However, if you lack that social coaching or you do not get praised enough as a child, i think it can lead to low self esteem and confidence issues.
In my case it surely has.
Hope this helps and i hope you find the roots of your problems so you can begin on the road to recovery. : )