"Confess your sins in church, and do not go up to your prayer with an evil conscience. This is the way of life. . . ." (Didache, 4:14 [A.D. 70])

During his public life Jesus not only forgave sins, but also made plain the effect of this forgiveness: he reintegrated forgiven sinners into the community of the People of God from which sin had alienated or even excluded them. A remarkable sign of this is the fact that Jesus receives sinners at his table, a gesture that expresses in an astonishing way both God's forgiveness and the return to the bosom of the People of God. (CCC 1443) 

Read more about what Catholics believe about Confession and why here!