Hello and Thank You for using Just Answer. Your son is at the age in which in order to improve his self esteem and gain more self confidence, you are going to have to help him out in some specific ways.
Before I give you a few suggestions, I must say that hockey is an outstanding sport to "toughen" him up. Martial Arts would be another great choice. As for the baseball season, you may want to report the bullying children to the supervisors in charge of the baseball league. Usually there is a code of ethics that the parents and players must follow. When the rules are broken, disciplinary action should be taken.
When 7th grade starts, your son will be faced with new friends and new situations if he will be attending a new school. The best way to build his self esteem is to stay involved in school activities and not to isolate himself.
But as for now, continue to praise him daily. Send him off to school with a "Have a great day!" When he returns home, ask him about his day and three things that he did well at school or three great things that happened to him at school.
Additionally, your son will need to be encouraged to be a risk taker and to think for himself when certain situations arise because you will not always be available to rescue him. Have open ended conversations and even role play of how your son would deal with different situations. Ask your son who, what, why, where, when, and how questions relating to the situations. For example, you and your spouse can role play like you are two kids approaching your son and telling him to give you his backpack, bike, skateboard, cell phone or whatever. See how your son would react. He needs to learn how to respond and react quickly. The more you practice certain situations, the more confident he will become in being able to handle the situations on his own.
Hope this provides you with some insight. If you need more advice, just ask. Have a great rest of the evening.