What Welbeck needs most of all, in my opinion, is to realize that he is a fantastically talented player. We sometimes denigrate arrogance in players, but if Welbeck had half of the self-belief that, say, Ronaldo does, he probably wouldn't be going out on loan, at all.
Admittedly, the fact that Sir Alex often uses young players our of position can contribute to that lack of confidence, but you could also argue that it's a test for them. I have few doubts that Welbeck is talented enough to become a Manchester United first team player, but he is also probably the player that most confirms the difficulty in making the final step up from youth and reserve team football in to the first team, particularly in the positions where you are exposed simply for not winning your team a game, even if you actually perform quite well.
I completely agree, it sets talented players apart from the word go and usually on a different trajectory of the players who dont have that unstoppable belief in their abilities.