Answer:
It showed up in a number of ways and a number of incidents.
Remembering that pride is often a polite word for arrogance, they started by assuming that they were simply superior people, born to win.
Also at the beginning, they stopped exporting cotton for an interval, just to make the world feel what it was like without it. That was a blunder, as the Northern blockade soon became effective, and they were not able to resume exports.
Then, their President, Jefferson Davis failed to promote a self-taught cavalry genius called Bedford Forrest on account of his low birth and irregular training (not even a West Pointer). After the war, Davis admitted that it was the biggest mistake of his life.
Davis himself was increasingly seen as a bad appointment - based on perceived noble, aristocratic qualities that did not measure up to the test of a major war.
The Generals acted in an arrogant, swaggering manner, with many vicious feuds that interfered with efficient operations.
The absence of manufacturing industry was also the product of cultural arrogance - young men were not meant to dirty their hands in factories or sit at desks.
And of course, the culture of slavery, a system that had long outlived its time, and would not have lasted more than about one more generation, even if the South had won its freedom.