We Protestants are not used to much confessing. Some will recite generic confession prayers in church every Sunday, and that's good. But we don't have a real good context for personal confessing.
So here are some ideas for easing into a habit of confession. Obviously you need to find someone you really trust. It could be your spouse. It could be a small group of trusted friends. It could be just one friend.
Try offering something personal as a confession, but not begin with your deepest, darkest sin. You can confess things other than sin. You can confess doubt, fear, anxiety, confusion. You can confess that you don't understand something. You can confess your need for wisdom.
The point is that we can begin to open up about things we don't typically talk about. We can be vulnerable and get used to sharing our hearts. As we build trust, we can grow into sharing more deeply from our hearts.
I think we all need this.