Jesus Christ, in His abundant love and mercy, established the Sacrament of Confession, so that we as sinners can obtain forgiveness for our sins and reconcile with God and the Church. The Sacrament "washes us clean", and renews us in Christ. Confession is not a place of Judgement or punishment but a place of healing. As Catholics we should go to confession at least one a year during the Easter season or you can seek out this Sacrament as often as necessary.
"Confession is the soul's bath. Even a clean room gathers dust; return after a week and you will see it needs dusting again." - St. Pio of Pietrelcina