Catholics confess their sins to a priest, especially mortal sins, because we believe that a serious sin is a conscious and willful decision to disobey God, and as such we place ourselves outside of His Divine Life. Confession is the way that Christ established for us to receive His forgiveness, though that does not mean that God is incapable of forgiving our sins without this sacrament.
The Scriptures are explicit when they state that the power to forgive sins was given to the Apostles.
John 20:
21 He said therefore to them again: Peace be to you. As the Father hath sent me, I also send you.
22 When he had said this, he breathed on them; and he said to them: Receive ye the Holy Ghost.
23 Whose sins you shall forgive, they are forgiven them: and whose sins you shall retain, they are retained.
Furthermore, from the History of the Church, we clearly see that it was always the practice of the faithful to confess to priests. Indeed under the persecutions of Decius in 250 and Daia in the early 4th Century, we see the controversy among the Church as to how the lapsed (those who denied Christ under persecution) should be readmitted to the Church, and what their penance should be before they could be given absolution and fully admitted back into the Church to once again receive the Sacraments. See St. Cyprian of Cathage's treatise on the lapsed (I read it only a few weeks ago, very good).
Furthermore, in the confessional, the priest acts in persona Christi, in the person of Christ. He is not acting as an individual man, but as Christ through the ministry of the Church to give absolution to the penitent. In that sense, you are going straight to God with your sins, for only God has the power to forgive sins. However, he has chosen his priesthood to be the ministers of that forgiveness.