CONTEXT: Self-efficacy is a concept researched in various areas of knowledge that impacts various factors such as performance, satisfaction, and motivation. In Software Engineering, it has mainly been studied in the academic context, presenting results similar to other areas of knowledge. However, it is also important to understand its impact in the industrial context. OBJECTIVE: Therefore, this study aims to understand the impact on the software development context with a focus on understanding the behavioral signs of self-efficacy in software engineers and how self-efficacy can impact the work-day of software engineers. METHOD: A qualitative research was conducted using semi-structured questionnaires with 31 interviewees from a software development company located in Brazil. The interviewees participated in a Bootcamp and were later assigned to software development teams. Thematic analysis was used to analyze the data. RESULTS: In the perception of the interviewees, 21 signs were found that are related to people with high and low self-efficacy. These signs were divided into two dimensions: social and cognitive. Also, 18 situations were found that can lead to an increase or decrease of self-efficacy of software engineers. Finally, 12 factors were mentioned that can impact software development teams. CONCLUSION: This work evidences a set of behavioral signs that can help team leaders to better perceive the self-efficacy of their members. It also presents a set of situations that both leaders and individuals can use to improve their self-efficacy in the development context, and finally, factors that can be impacted by self-efficacy in the software development context are also presented. Finally, this work emphasizes the importance of understanding self-efficacy in the industrial context.