When it comes to venial sins, Catholics are able to confess their sins directly to God. Mortal sins, however, require the sacrament of penance. While it suffices to confess venial sins privately to God, Catholics are still encouraged to get to confession with some frequency, even if they are not aware of mortal sins. There are many salutary reasons for this. On the one hand, it instills a reflective discipline regarding sin. Being accountable to another person is also helpful. Alone, we are often too easy or too hard on ourselves. Ideally, most priests have training and experience that can help guide people in their moral reflection. Also, when we sin, we usually harm not only ourselves but also the community. And the priest represents not only God, but also the community of the Church.
Also, the celebration of the sacraments are always more efficacious. The sacrament of confession grants absolution and the grace to avoid sin in the future, along with sanctifying grace.