This paper discusses the results of a Grounded Theory study on students experience with introductory programming assignments in the light of social cognitive theory. In previous studies we have found CS majors experienced the process of doing CS1 programming assignments in different ways; but they universally made programming-related self-efficacy assessments along the way. Notably, students may reflect negatively on their self-efficacy after successfully completing an assignment, or positively after struggling with an assignment. CS majors tended to use their comparisons with self and classmates as a base for their self-efficacy perceptions. This paper takes a deeper look at these results from the lens of Bandura's self-efficacy theory with the goal of detailing viable pedagogical interventions to support students' introductory programming course experiences.