My common feedback is that I need to write my essays in a more confident tone and build a more convincing argument. How can I do this?

Here as an example of how to make a sentence sound more confident:

“I think this quote from Shakespeare’s ‘Hamlet’ is important because it shows us what virginity meant in Renaissance England. This suggests that Ophelia is an object of Hamlet’s sexual desire. Perhaps this can also show how women were seen as imbalanced.”

Improved version:

“This quote reflects Renaissance attitudes to women’s virginity. It indicates that Ophelia is an object of Hamlet’s sexual desire. Additionally, it demonstrates the concept of women as emotionally unstable beings who suffer from an imbalance of the humours.” Instead of needing to say, “I think,” just making a statement about a text immediately makes your writing style bolder. The word, “suggests” conveys a possibility of meaning, whereas “indicates” implies a certainty of what you are trying to argue. As opposed to the word, “perhaps” which sounds like a change in argument, “additionally” suggests a deeper level of your analysis which is relevant to your original point. I have also made the points more specific. For instance, instead of broadly saying that women were seen as imbalanced, I have added that they were perceived to have an imbalance of the humours, a key theory when studying the Renaissance. 

The final part of making your tone sound more convincing is by incorporating evidence to back up your claims. Here is a comparison between our improved paragraph and our improved paragraph with context: “This quote reflects Renaissance attitudes to women’s virginity. It indicates that Ophelia is an object of Hamlet’s sexual desire. Additionally, it demonstrates the concept of women as emotionally imbalanced beings.”

Improved version:

"This quote reflects how in the 1500s, women’s virginity was heavily policed, as we see in a culture of ‘testing’ women’s bodies that is evident in Middleton and Rowley’s play, ‘The Changeling.’ It indicates that Ophelia is an object of Hamlet’s sexual desire to be inspected for sexual morality. Additionally, it demonstrates the concept of women as beings with an imbalance of the humours, leading to hysteria. Ophelia’s hysterical behaviour is intertwined with these concepts of the female body, the word ‘hysteria’ originating from the ancient Greek, ‘hyster,’ meaning ‘womb.’"

Overall, it is fairly easy to improve your writing style and give off a sense of confidence. It is important to keep in mind that the point of an essay is not just to tick boxes, but to create an engaging argument that is ultimately going to convince your reader of your interpretation.