I confess my sins directly to God, not to a man. Mark 2:7 says, "Who can forgive sins but God only.”
In that passage, Jesus uses the power to heal to prove He also has the power to forgive sins. The same account in Matthew’s Gospel says the crowd "glorified God, who had given such authority to men" (9:8) — the authority, that is, to heal and to forgive sins. One could also say, "Only God can heal." Yet certain individuals have been given the ministry of healing. In reality, God is working through them to heal; they are His instruments. It is the same with the forgiveness of sins, which Paul calls "the ministry of reconciliation" (2 Cor. 5:18)— God works through the priest to forgive sins (cf. John 20:23).
Read more about Penance in the Catechism of the Catholic Church.
You don't need to try to "buy" forgiveness. Jesus already forgave your sins on the Cross.
We're not trying to "buy" forgiveness through penance. In fact, our sins are washed away in the confessional by the Blood of Jesus Christ through the priest's prayer of absolution, before we carry out our penance. The penance we do after Confession is not to remove guilt. Rather it is a way that God gives us to cooperate with Him in healing the temporal wounds our sins have cause in ourselves and others. This is what the Bible means when it says, "Love covers a multitude of sins" (1 Pet. 4:8).