Importance of the Sacraments

Protestants confess their sins. However, they don't go to a priest to do it. We pray to God directly for forgiveness of our sins

So do Catholics. But we also go to the Sacrament of Confession in order that our souls be washed of our sins in this life. That is the benefit of the Sacrament.

Whether you're Catholic or Protestant, confession is a must.

Very true. Because without repentance, there is no salvation.

Yes, I realize this. I didn't mean to infer that you would not have gone to Christ in prayer to confess. I should have cleared that up, but thanks for doing so.

What you don't realize is that they "think" they are confessing to God. But in fact, they are not. They are simply recounting to themselves their own guilt.

One does not need to confess in order for God to know that they are truly repentant. God is omniscient. The benefit of the Sacrament of Confession is in the CONFIRMATION by the Minister of God that God has heard the repentant sinner and washed away their sin.

2 Corinthians 5:20 Now then we are ambassadors for Christ, as though God did beseech you by us: we pray you in Christ's stead, be ye reconciled to God.

This is the doctrine of Baptisms. Every Sacrament is a Baptism.

Mark 16:16 He that believeth and is baptized shall be saved; but he that believeth not shall be damned.
The Protestant who denies the benefit of the Sacrament of confession, has, by his unbelief, condemned himself.

But he that approaches the founts of grace, the Sacraments, including Confession, with sincere belief that God can do through that Sacrament what He promised, that man is saved.