One activity that we do is, we have one person be “God” and one person is the person who is seeking a relationship with God (“it”).
The rest of the people are various different sins - stealing, anger, fighting, disobedience, etc. (try to focus on stuff that kids actually do, although someone will probably throw in bank robbery, murder, etc., as well)
You start off with “God” and the person who is “it” standing right next to each other. You say, “This is a good relationship with God.”
Then, the various “sins” start getting in between “God” and “it”, until they are pushed as far apart as possible. (Each sin names himself or herself as they come in between God and the person: for example “I am that time you stole a box of cookies without asking permission”, or words to that effect).
When everyone who wants to has pushed into the line up, “it” then has to name off each of the “sins”; as each “sin” is named, they go back to their original seat, and the line closes up, until finally, all of the sins have been named, and “God” and the person are standing right next to each other again.
You then say, “Naming our sins out loud has a powerfully positive effect on our relationship with God; this is one of the reasons why we go to Confession.” 
If the person needed help remembering what the sins were, say, “This is one reason why we have the priest in the Confessional with us - he helps us to remember things that we may have forgotten.”