You're opening up a bigger can of worms here than you might expect.
NN's are perhaps best thought of as universal function approximators, by the way, which may help you in thinking about this stuff.
Anyway, there is nothing special about NN's in terms of your question, the problem applies to any sort of learning algorithm.
The confidence you have in the results it is giving is going to rely on both the quantity and the quality (often harder to determine) of the training data that you have.
If you're really interested in this stuff, you may want to read up a bit on the problems of overtraining, and ensemble methods (bagging, boosting, etc.).
The real problem is that you usually aren't actually interested in the "correctness" (cf quality) of an answer on a given input that you've already seen, rather you care about predicting the quality of answer on an input you haven't seen yet. This is a much more difficult problem. Typical approaches then, involve "holding back" some of your training data (i.e. the stuff you know the "correct" answer for) and testing your trained system against that. It gets subtle though, when you start considering that you may not have enough data, or it may be biased, etc. So there are many researchers who basically spend all of their time thinking about these sort of issues!