As any
Alcoholics Anonymous member will tell you, the first step is
admitting that you have a problem. The point of the
Confessional (or the equivalent in other
religions/
societies) is that you admit to your problems, and you plan to take steps to correct your behavior.
There are many interpretations, but I think that most
Christians will tell you that
God forgives people who wish to be
forgiven.
The Church feels that one of the ways to tell God that you want to be forgiven is to go to
Confessional.
It might seem silly, but people are also much less likely to do something bad if they know they will have to tell someone what they have done -- even if the person they tell will never tell anyone else. By talking with someone about our problems, we feel a greater
responsiblity to the community. If you keep your problems inside and never hear someone say, "that is a bad thing you did," then it is much easier to
pretend that your actions don't affect other people.