But understanding Confession makes it a lot easier, and can even make a person desire Confession. Like cleaning a wound, the temporary discomfort is worthwhile after experiencing the healing joy, peace, and confidence in knowing Jesus has forgiven you through the priest.
Yes, it is through the priest that Jesus Himself forgives.
Jesus shares the power to forgive
The origins of Confession are found in John 20:19–23:
On the evening of that day, the first day of the week, the doors being shut where the disciples were, for fear of the Jews, Jesus came and stood among them and said to them, “Peace be with you.” When he had said this, he showed them his hands and his side. Then the disciples were glad when they saw the Lord. Jesus said to them again, “Peace be with you. As the Father has sent me, even so I send you.” And when he had said this, he breathed on them, and said to them, “Receive the Holy Spirit. If you forgive the sins of any, they are forgiven; if you retain the sins of any, they are retained.”
It is significant that this was Jesus' first interaction with His hand-chosen disciples (the apostles) after His resurrection—on the very same day. If it seems to you like He was establishing a means to distribute the forgiveness He had just obtained for us through His death and resurrection, you're right. He was. It continues today through the successors of those very apostles—that is, our Catholic bishops, and priests who are authorized to assist them.
Forgiveness initiates healing
Strictly speaking, however, forgiveness is not the end goal. Don't think our sins simply need forgiveness in a forensic sense, a legal acquittal of guilt. This acquittal is absolutely necessary, but there's more to it. Our objective is to not merely be declared clean, but to be clean—to be healed.
This is why the Church does not label Confession as a Sacrament of "Forgiveness," but a Sacrament of Healing. Our sins not only break laws, they injure our souls and our relationship with others and God. Confession, then, is not a quick Band-Aid fix, but a visit to Dr. Jesus, our great Physician. With every trip to the confessional, we tell the priest our symptoms, our ailments, our sins, and Jesus forgives us immediately, but He also initiates a healing process of grace for our wounds. And He strengthens us against future temptations.
God is a Father who judges, not a Judge who fathers
God is not a TV courtroom judge looking to put the smackdown on us when we break rules. While it is His fatherly role to judge, we see God primarily as our loving and merciful Father who wants us to grow in our familial life with him. He knew we would still fail, and fail often, after our initial conversion to Him, so He gave us the sacrament of Confession—not to beat us up, but to lift us up. It's like pulling a child back onto his feet when he falls down learning how to walk.
Don't consider your confession a mere laundry list of transgressions, but ways in which your relationship with God (and others) has been ruptured.
We are not alone
When we sin, it affects not only us but others, even when it's not readily apparent to us. Similarly, when we repent and confess our sins, it's not just a private matter between you and the priest, but with Jesus and the entirety of the heavenly host. Be encouraged!
After His parable of the Lost Sheep, Jesus said, "Just so, I tell you, there will be more joy in heaven over one sinner who repents than over ninety-nine righteous persons who need no repentance" (Luke 15:7).
After the parable of the Lost Coin, Jesus said, "Just so, I tell you, there is joy before the angels of God over one sinner who repents" (verse 10).
In Jesus' parable of the Prodigal Son, after the son came home to confess his sins against his father, asking for mercy, the father shouts, "‘Bring quickly the best robe, and put it on him; and put a ring on his hand, and shoes on his feet; and bring the fatted calf and kill it, and let us eat and make merry; for this my son was dead, and is alive again; he was lost, and is found.’ And they began to make merry" (verses 22–24).
Just do it
We should not be afraid to confess our sins in the confessional with these things in mind. Moreover, the priest is bound by a seal under strict penalty never to divulge or even make use of anything he learns through your confession. So what happens in the confessional stays in the confessional.
Be not afraid. If you are Catholic, go to Confession and spill your guts so Jesus can heal your soul.
If you're not Catholic, what are you waiting for? Contact your local priest and inquire about how to enter, or be reconciled to, the Church. Jesus obtained forgiveness for you, personally, 2000 years ago as we reckon time; you just have to knock on His door and pick it up. Our Lord is waiting for you.