What happens in Private Confession & Absolution?
You go to your pastor, confess your sins, and receive the forgiveness of Christ (the Absolution). You do not need to mention any specific sin, but you are welcome to do so. You may simply follow the order of confession (found here). Pastor will not try to probe into your life or make you feel guilty.
Do I really need this?
Absolution is the Gospel: "Jesus died for you. Your sins are forgiven." As we confess: "We are taught that we should highly prize the Absolution as being God's voice and pronounced by God's command...God requires faith to believe such Absolution as a voice sounding from heaven." (Augsburg Confession XXV 3-4).
Do I have to tell all?
No. Your confession may be as general or specific as you desire.
What about confidentiality?
Pastor is bound to confidentiality. He will not repeat anything you confess.