Br. Tonto and Cappa
First, Scripture. James 5: 16 instructs us to "confess to one another." Note, it doesn't say "confess to God."
Matthew 9: 6 tells us that Jesus was given authority to forgive sins and continue to 9: 8 and Jesus tells us that this authority was given to men.
John 20: 21-23 is famous for Jesus blessing his disciples with the grace to forgive sins. "Receive the Holy Spirit; whose sins you shall forgive, they are forgiven; and whose sins you shall retain, they are retained."
The quote from John is the money quote. This statement is the reason priests have the authority to hear our confessions and absolve our sins.
Second, now that I've given the references for the priests' authority to hear confessions, I'll give you the reason why they have to even do this. It is because we're human. Of course, the minute you are sorry for a sin and pray to God, you are forgiven. But Catholics go to a confessor because the priest is acting in persona Christi and is exercising Matt 9:6. We can actually see physical evidence of the priest (in persona Christi) blessing us and audibly hear the words of absolution. In persona Christi is a Latin phrase for "acting in the person of Christ."
Isn't this great? Trust me, nobody ever regrets going to confession.