Being yourself really only "works" on women if you are actually confident in your personality. This is critical to dating and seduction, but more importantly, it's critical to your happiness in general. If you are not confident in the value of your own personality, you have a larger problem than being nervous around women. So, let's go ahead and address that.
The truth is, you really have a lot of choices when you decide which attributes you have that define you as you. You really do get to choose. If you decide that there are certain things about yourself that you like and decide to make that a defining characteristic of "you", then that attribute is much more deeply rooted than your other, peripheral attributes.
The same goes for those attributes that you don't like or think are negative. Think about this: have you noticed that it's a lot harder for someone to get out of a depressed period in his life if he feels like depression defines who he is? It makes sense that this would be the case, since the belief that you can't change prevents you from ever even making a solid effort.
The same goes for confidence, skill with women, happiness, or whatever other aspect of your personality that you have. If you believe that not having confidence is part of who you are, you are doomed from the beginning.
When I mention things like "the real you", I'm talking specifically about the positive attributes that you see in yourself that you feel identify you as an individual. That could be anything - your humor, your "go with the flow" attitude, your intelligence, your persistence, and the list goes on. I am specifically not talking about the things that you don't like about yourself or about some abstract and ideal "you" that you've conjured up in your head.
Why is that? Because it's not useful to define yourself by behaviors you have that you feel are negative. If you want to be confident in you, you need to actually think of your personality as something worth having.
This does NOT mean that you can't or shouldn't change those behaviors that you feel negatively impact your life. You should!
Do this for yourself: make a list of all of the things you like about your personality.
Don't think about why you like those things, just write them down. Decide today that those are going to be the qualities that define you as an individual. Not depression, or loneliness, or being bad with women, or getting nervous, or any other BS that you want to change. Just forget that stuff for now; it's not important.
Now it's up to you to nurture and expand those qualities of your personality that you like. If you feel like you are a funny guy, then be involved in humor. Read funny books, watch funny movies, listen to funny music, take a stand up comedy class, whatever, just make it part of your daily activities. If you feel like you are intelligent, then do the crossword, be well read, and exercise your mind. It doesn't matter what that quality is you like so much; what's important is that you find a way to intentionally incorporate it into your daily life with some sort of activity.
And really get passionate about it!
Allow me to let you in on a secret: beautiful women love men who are passionate. It doesn't matter what their passionate about - it can be anything. You just have to be passionate.
This little bit of knowledge is the most important part of "the game" for a couple of reasons: 1) everyone has different passions so it's easy to stand out and 2) the only way to get better is to do the things that you love doing. Imagine this: doing the things you love while simultaneously improving your game. It's mind boggling, isn't it?
Well, there are behaviors that people have that they would rather not do. Being nervous around women is not part of who you are. It is simply a habit you have that you should probably change.