It might be worth looking at ways to strengthen your confidence in general, not just parenting related. I'm sure others have better advice how to do that. I've always found self-hypnosis tapes very useful, but I know they're not everyone's cup of tea. Just because having low self-confidence and low self-esteem impacts so much on every aspect of your life - it can be quite crippling.
"We have always done drawings, puzzles, cooking, parks, ball games etc. but actually playing properly I haven't done nearly as much as I should." - hell that IS playing properly! That sounds great! And anyway, I'm a firm believer of kids knowing when you're faking it. You should play with your strengths and know which activities you both enjoy, not force yourself to sit on the carpet with a pile of lego when you know you loathe every second and are clock-watching throughout.
I HATE the phrase quality time, but I spent 15/20 mins with ds1 today watching Dora (he's 4) - hardly saw him much today as he was at nursery in the morning then had a mammoth nap (he didn't sleep well last night so was knackered). So that was basically all the time we got. But it was great - we had a lovely cuddle and a chat about what was going on, a conversation that carried on over dinner. Felt closer to him then than I ever did crawling around with his toy cars!
I like reading with them, I like board games.... HATE art activities so that's what nursery is for...
I think you do okay, I really do