Without going immensely into the history of the sacrament here is the “spark notes” version about the sacrament of confession. Confession is one of our seven sacraments labeled under the category “Sacraments of Healing.” As Catholics we believe that this sacrament actually originated from Jesus himself in Scripture (John 20:23) and has been passed down through apostolic succession. God alone possess the power to forgive sins, and since Jesus was true God and true man Jesus also had this power. Jesus then passed the power to forgive sins on to his apostles who then passed on this power to the bishops of the early church. It is from these early bishops that we continue the power of forgiving sins.
It is very important to remember that although it is the bishop or priest that is present in the sacrament it is actually Jesus who is the one forgiving your sins. The priest or bishop is merely the representative of Jesus (Catholic Faith Handbook, 226). Another important thing to remember about the sacrament of confession is the “effects” we receive from it. Confession all at once restores our relationship with God and others, converts our hearts, gives us power to resist future temptation, and gives us freedom from our past sins (Catholic Faith Handbook, 228).
In the end there are many reasons to go to confession but if you have to remember one remember that inner sense of peace and freedom that comes with knowing that God has truly forgiven. Finally know that confession is available frequently. You can easily check the archdiocesan website to find the closest one to you. They are available multiple times a day and week.
https://www.archmil.org/archmil/Our-Faith/Becoming-Catholic/Why-Do-Catholics-Do-That.htm
https://www.youtube.com/watch?v=Ve4np1XDE70
https://www.archmil.org/Parishes/Find-a-Confession.htm