When most people hear the word "confession" they think of one thing. The Roman Catholic, get in the booth, clutch your rosary, prepare for penance confession. But this caricature is robbing Christ's Church of a whole variety of gifts.
The word confession actually means "say the same thing." There are many things we confess and not all of them are sins.
For example: We make a confession of faith. That is, we say the same thing that has been handed down to us by the apostles. We confess the Apostles Creed. We say the same thing as them. We say the same thing about Jesus - who He is and what He has done for us. That means we confess the Gospel!!!
We also confess our sins. That is, we say the same thing about ourselves that God has said about us in His Word. God was the one who said - you are a sinner. Our confession simply joins our words with His - simply says what He says and agrees that this is true. Confession isn't some big, scary monster that the caricature presents - it is agreeing with God outloud! It is saying, "Lord, you are not a liar. What you have said of me is true, I am a sinner and I deserve nothing but punishment and death." Ahhh... but confession has two parts the Catechism says. First that we confess our sins, and second, that we receive absolution, that is, forgiveness, from the pastor as from God Himself, not doubting, but firmly believing that by it our sins are forgiven before God in heaven.
After we "say the same thing" as God about our sin, He declares us forgiven of it through His sent one, His pastor. God wants us to say the same thing, so He can say something different - something new. He wants us to hear His Gospel - so that we too may confess it! He is making us into little christs, those who walk around saying the same thing as Him. Whether sin or grace. So confess! Confess your sin to hear God's grace. And confess His grace - this faith He has given you as a gift.