The Sacrament of Reconciliation is sometimes also called Confession or Penance and is one of two Sacraments of Healing (Anointing of the SIck being the other).
While you may feel ashamed or embarassed to confess your sins out loud, this sacrament is a place of healing, not a place of punishment or judgement. What a person tells the priest is confidential, as the priest's duty is to maintain the "seal of the confessional."
When we sin, we are pushing ourselves away from God, and it also wounds our human nature and our communion with others. Reconciliation is especially necessary for those who have committed a grave or mortal sin.
Father Mike Schmitz has a great video explaining venial vs. mortal sins: Watch here
We have many opportunities at Divine Mercy Parish for the Sacrament of Reconciliaton at the times below or by appointment: