Jesus said to them again, "Peace be with you. As the Father has sent me, so I send you." And when he had said this, he breathed on them and said to them, "receive the Holy Spirit. Whose sins you forgive are forgiven, and whose sins you retain are retained."
"Why can't I just confess my sins to God?"
One of the most odd, and beautiful, truths about God is that He shares with human beings what is properly His. He invites humans throughout salvation history into His great plan. God used Moses to lead the Israelites out of slavery, the prophets to proclaim His word, and now, in confession, He uses priests to forgive our sins.
Jesus himself gave the first priests (the Apostles) the authority to forgive sins (John 20:21-23). St. Paul describes the "ministry of reconciliation" which he and the Apostles were given by God (2 Corinthians 5:18).
Confession is a sacrament of healing. Nothing compares to the joy and peace of hearing the words of absolution prayed over you: "May God give you pardon and peace, and I absolve you of your sins in the name of the Father, and of the Son, and of the Holy Spirit."