I myself can be insecure at different times. It's usually if I'm not sure if I made a right decision about something. Either way I don't like that feeling. I try to do things to address the issue head on to calm me down.
It's not "the worst" and they're not horror stories. We only see life from our own perspective. You can't get in someone else's head and understand why they're insecure or self-conscious. But for them, it's a daily battle with their self-esteem. They're no doing it for attention.
We also have to realize we all have things we are not terribly secure about.