Could someone explain to me about confession?

I am not going to say I know a ton about religion, because that would be an outright lie, so please, correct me if I am wrong. But isn't a confession when Catholics go to church, and confess to a priest all of their sins? I think that is right, but what confuses me is why they do it. Couldn't they just confess and pray by themselves without having to go tell every one of their sins to a priest?