Part of Lily's confidence is that she's just rather fearless in general. Or, well, maybe it's better to say she's a free spirit. She's got things she's scared of, everyone does, but she is so open and willing to take chances and live her life in a way that most aren't.
The other part is that she grew up on the East Coast, we'd spend part of the summer in the Hamptons and she would go there or out to Coney Island. So she's got some experience around an ocean as well.