If a girl's inexperienced or sexually repressed, it's better to stay away from being explicitly verbally suggestive and just stick to maintaining a sexual vibe around yourself. Typically you'll need to "come up for air" from that more and not spend as much time in it as you would with a woman who's more experienced and comfortable with her sexuality, but the right mix of sexiness + normal getting-to-know-you stuff gets inexperienced girls sufficiently excited without making them freak out.
On the friend, depends whether she's more valuable to you as a friend or more valuable as a potential mate. If it's as a friend, just leave it alone to not introduce any awkwardness there. If it's as a mate, then bring her on date-like scenarios and start escalating - if the feeling is mutual, she'll be thrilled; and if it isn't, you'll possibly have lost a friend or made the friendship awkward, but at least you won't be stuck wondering what if. (usually though, my recommendation would just be "go meet more girls who don't see you as a friend yet, and treat them like paramours from Day 1")
I'm not sure what context you're referring to with girls making unconfident statements, but it sounds like they're fishing for reassurance. Typically where that's the case, what I'll do is shrug and tell the girl, "I'm sure you'll figure it out; you're a smart gal." What she's essentially doing here is testing to see if you're the white knight sort, who's going to lay his coat down across a puddle for her to step over so she doesn't get her shoes dirty. Instead, you want to communicate that you aren't interested in her confusion and problems... what YOU are interested in is HER (specifically, you and her together).