I was probably one of the most shy kids I have ever seen.
When I was in my teens, I took up boxing which gave me a lot of confidence and took a LOT of courage.
As I grew and developed I pushed myself out of my comfort zones, went to Europe by myself, talked to as many girls as I could and did what I wanted to. Now I live my dream job doing what I love every day and have been with many girls most would be afraid to approach, one I have now been with and live with for 4 years. To get the job, I had to take HUGE risks and the job itself is too stressful and out there then most can handle on a day to day basis.
So no, I don't think courage comes in DNA, I had to, and still have to, push myself. One little example is as a kid, I was even too afraid to go on any fast ride at a theme park, now I would go on any and didn't even find skydiving that hard at all.
But there are definately people out there with little self worth or awareness of risk, who will just be plain stupid, wouldn't call it courage, just no clue or weight given to any decision making process.
As the guy said above though, to really develop, you have to push yourself out of your comfort zones, this will allow you to take what you want, and develop an awareness of what it truly is, that you do want. Then you just have to go out and get it.