“迷” means “lost,” and is pronounced the same as “谜,” which means “mystery,” “之” is an indicator of a modifier, and “自信” means “self confidence.” This term coined by Chinese netizens is often used derogatorily to refer to those who are arrogantly and stubbornly assured of their judgement or decision, so much so that others think they are “lost” in their confidence or they have drawn their confidence from a “mystic” origin.
Xiǎohuā yào hé tā nánpéngyǒu fēnshǒu，kěshì duìfāng zěnme yě bù xiàngxìn tā shì zhēnxīn yào fēnshǒu。
Xiaohua wants to break up from her boyfriend, but he just cannot believe that she means it.
Yǒuxiē nánshēng jiùshì mízhī zìxìn，zǒng juédé nǚshēng nào fēnshǒu jiùshì sājiāo qiúguānzhù。
Some men are often over confident. They think women talk about breaking up just as a means to get more attention.