"Repent, and let every one of you be baptized in the name of Jesus Christ for the remission of sins; and you shall receive the gift of the Holy Spirit."
True repentance involves being cut to the heart over our sin.
More than that, it calls for us to throw our lot all in with Jesus. This is the idea behind our baptism. We join with Jesus, and take him for our King and Lord. Trust him to remove the guilt of our sin.
So when we confess our sins, we admit who we have offended: the Lord Jesus. We confess TO him because of that. And we look to him for relief and for cleansing.