There’s an unmistakable parallel between artist and subject in “Confessions of a Superhero,” a heartbreaking new documentary that will make its New York debut Friday night at the Two Boots Pioneer Theater. In a not-so-subtle stroke of irony, the director, Matthew Ogens, set out to record a quirky sort of freak show, but wound up making a film about men and women — dressed as superheroes, walking the streets for money — with dreams not all that different from his own.