The Sacrament of Confession is probably the most feared Sacrament in the Church. The answer why is obvious. The person in Confession must confess all of their Mortal Sins (and smaller sins are suggested as well), and therefore, it may feel embarrassing to tell the priest about the bad things you have done. Hence, many souls have not gone to confession in years, and many only go when required, and some do not tell all of their sins. An understanding of why confession is necessary is the first step. When one falls into Mortal sin (1 John 5:16-17) he is cut off from God's saving Sanctifying Grace, and in that state cannot enter Heaven. In that knowledge, one could out of fear go to confession frequently. However, that is what we call an imperfect intention. God does not desire that we go to confession just out of a fear of Hell (however, we should all of some fear of Hell), but out of love for Him. That love is where the engines for frequent confession and the fight to do better should come from. That is the reason one would confess smaller sins in addition to the larger ones (if there are any). And that is also the reason one would choose to go to confession frequently, because out of love for the All Good Creator he would strive to reform his life constantly according to God's law. Every time he falls, he will get up again determined to do better.
And what of embarrassment? What if one is too embarrassed to mention a certain sin (many times sexual sins)? An answer I have given before is that pretty much every priest out there has heard just about every sin in the book and then some. He has heard "one-of-a-kind" sins before and all of the big ones, and he will not have a heart attack if he hears your confession. The point is love. You confess your sins not just to a priest, but to God and out of love for God. The priest is not God, but he is a representative, and the point in confession is confessing our sins to God, and asking for and receiving God's forgiveness. It is actually a sin to go to confession and leave out a mortal sin intentionally (If you honestly forgot, then you should confess the sin in your next confession.). Therefore, if you had 3 mortal sins, and intentionally only confessed two, you would walk out of confession with 4 mortal sins. But if you truly have love for Christ, (Who by the way, already knows all of your sins, but still has asked you to confess them) then why would you leave out a sin? You will only hurt yourself by not confessing. Confess your sins, and then give yourself to Christ! The Catholic Church requires that one receives the sacrament of Reconciliation (Confession) at least once per year. However, being a sinner myself, I can tell you I have to go to confession a lot more than that (I suggest at least once a month, and ideally about every two weeks). I beg each of you to consider frequent confession as a means in which to come closer to Christ Jesus the Lord!
For more info on Confession, I suggest reading my previous article: "7 excuses that won't work for Confession"
Also, if you would like, please take my survey on when you last went to confession (screen down on right). Your answers are anonymous.