Just to add one thing to Carpe Cerevisi’s post:
We Catholics not only can but are encouraged to confess our sins to God directly, every time we realize we have sinned (and every night in case we forgot about some sin during the day).
The confession with a priest gives us assurance that the sin(s) have been forgiven, and that we aren’t fooling ourselves thinking we are truly sorry (contrite) when we are not.
God only forgives the truly contrite. The problem is we can all too easily fool ourselves into believing we are truly sorry when we are not. Anyone who denies this is the case is lying to themselves.
Fortunately though, He instituted the Sacrament of Penance to supplement any lack of contrition on our part with His Grace. Thus through this supplementation we can be assured we are as contrite as the Most Holy requires.
We are so contrite, not through our effort alone but by cooperating with Him.