Confession - Sacrament of Reconciliation
Jesus desires to have a deep and close relationship with each of us. Unfortunately, due to our fallen, imperfect nature we wound that relationship by our disobedience. Christ's victory over sin and death through the Cross and His Resurrection, established the sacrament of reconciliation as the main way for receiving Christ's forgiveness for our sins and the grace to move forward in relationship with Christ and His Church.
The Church requires that baptized Catholics, who have reached seven years of age, go to confession at least once a year. Furthermore, when a Catholic commits a mortal sin they need to go to confession.
Here is a examination of conscience for knowing what you might need to confess.
What is the difference between mortal sin versus venial sin? Father Mike Schmitz explains the difference:
Those who approach the sacrament of Penance obtain pardon from God's mercy for the offense committed against him, and are, at the same time, reconciled with the Church which they have wounded by their sins and which by charity, by example, and by prayer labors for their conversion."
- Catechism of the Catholic Church, 1422