confident vs. cocky

It's sure a narrow tightrope women want men to walk between being confident and being cocky. I haven't gotten it figured it out yet. Women don't give you long to practice before you get sent walking so I'm finding it tough to get better. I have three older brothers, no sisters, so I feel as though I ought to be alright at acting like a man but they never gave me any guidance in this regard (or many others really). My father wasn't such a great role model in this regard either, but he was quite old when I came around so I try to not hold it against him.
What should a guy do if another man, so heavy, 250lbs passes out on my girlfriend's bed. I'm not strong enough to carry a large drunken guy on my own and no friend would help me. What should I do if my girlfriend tells me she can beat me up? Do some women subconsciously hope their boyfriend will get physical with them? Is that sexy sometimes? What should I do if I'm much better at playing pool than a date? Should I purposely play worse and set her up for easy shots? Isn't that patronizing? Should I challenge a bar owner on a price? I don't want to look cheap but I don't want to come off looking like I let people take advantage of me either. Just some examples, I don't really know the right thing to do.
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