Here are three exchanges I’ve had when confronted with “oh… we just confess our sins directly to God.”
I respond with “When did you make your last confession?” (I have yet to have a Catholic who doesn’t know within a reasonable degree of accuracy when they made their last confession)
Protestant #1: Last Sunday at church.
Orion: Did you list your sins and do a thorough examination of concience?
#1: No, I just said I was sorry for my sins.
Orion: What concience act did you do to help you not sin again?
#1: Uhhhhh. What do you mean?
Orion: At Church on Sunday when you confessed your sins, what did you decide to do that will help you avoid sinning again?
#1: I asked for God to come into my heart.
Orion: Was He gone?
#1: Well, when I sin. . . . Well you know what I mean.
Orion: I think I do. You didn’t list your sins specifically. You didn’t examine what caused you to fall. You didn’t make any firm resolution to avoid those temptations that caused you to fall since you didn’t examine what the sins and temptations were. And, you didn’t do anything as penance as a consequences of your sins.
Or:
Protestant #2: Last month/week/night/hour (fill in the time you like) in my prayers.
Orion: Did you list your sins and do a thorough examination of concience?
#2: Yes I did.
Orion: What did God say to you?
#2: Well, I didn’t hear Him say anything but I know He forgave me.
Orion: What did He ask you to do for penance when your sins were forgiven?
#2: We don’t do penance. Its not necessary.
Orion: So you don’t think you have to do anything to make it right with God?
#2: No that is why Christ died for us.
Orion: Hmmmm. So, there are no consequences for our sins?
#2: Not if we ask for forgiveness.
Orion: So you don’t really have to take responsibility for your sins and make any recompense?
#2: No, that is why Christ died for us.
Orion: So you don’t do anything to remedy/make right/expiate your sins.
#2: No, that is why Christ died for us.
Orion: Hmmm. This is the Catholic approach to children until they reach the age of reason. After that, we treat them like adults. You must never grow up in God’s eyes.
Or
#3: I don’t remember. I did it in my prayers.
Orion: When?
#3: Uhhhhhh. I did it in my prayers.
Orion: When?
#3: I don’t remember. Do **you ** remember when you did it last?
Orion: Yes I do. It was the last Saturday in October at St. Mary’s and Fr. ______ was my Confessor.
#3: God was my Confessor.
Orion:

Father was there as Christ’s representative. What did God say to you when you finished?
#3: Huhhhh? God doesn’t talk like that.
Orion: Yes He does. He spoke to the Prophets. He spoke in Israel 2,000 years ago. He spoke to the Apostles. You believe he spoke to Luther/Wesley/Smith (insert your reformer here).
#3: Well what did God say to you?
Orion: He told me that my sins were forgiven, go forth and sin no more, and He told me to do penance.
#3: God didn’t tell you that. Your Priest said that.
Orion: No, when I left the confessional, I had a Peace and Serenity that only comes from God. No man can give me that Peace and Serenity. How did you feel after you did your confession?
#3: Huhhh?
Orion: How did you feel?
#3: Uhhhhh. Better.
Orion: I see. How did you feel before you did your confession?
#3: Huhhh? I felt fine.
Orion: No guilt? No emotions?
#3: I don’t feel that way when I go to God. He is my Savior and Redeemer. How did you feel? Guilty? Embarrassed?
Orion: Yes I did. I owe everthing to God and I hate facing when I’ve let Him down.
#3: No wonder you Catholics are so guilt ridden.
Orion:

No, you miss the point. It is in facing our sins and all their consequences that we are loosed of the our sins. It is the failure to deal with our sins that we are imprisoned by our sinfulness.
#3: Huhhh?
Orion: I does me good to examine specifically what it is that makes me separate me from God. Granted it arouses emotions of guilt, embarrassment and pain. But my pain is nothing compared to the pain my sin caused my fellow man and God so i take that pain to God in the confessional.
#3: That is sad. When I go before Jesus Christ, I feel good.
Orion: Me too. But God didn’t make me feel guilty or embarrassed. It was my sin that made me feel that way. But in facing my sins directly, God was able to see that I was sorry. But God knew that even before I went to Confession. God doesn’t need Confession to see into my heart.
#3: Then why go?
Orion: I need Confession to help me see into God’s heart. By facing my sins, I give the Holy Spirit the opportunity to work thru me to gain the wisdom and graces necessary to do better at avoiding these sins in the future.