Why should I confess my sins to a priest?

Great Lent is now upon us. It is a time for what Fr. Alexander Schmemann (of blessed memory) called "bright sadness." It is a time, above all, for reflection and movement back to God.
Sin, in literal translation, means "missing the mark." Not being where we should be. Where we should be, but are not, is in communion with God. So, for practical purposes, sin is separation from God. And, by definition, separation from God is death — because life can only exist where God is present.
Great Lent is the time when we try to reverse the effects of sin in our lives. We are, since sin came into the world with the very first person created by God, "consumers," filling ourselves with everything. Food, possessions, material wealth, sexual adventures, various and sundry substances (not just drugs, but alcohol, etc.) all become simply "ways" to satisfy our urges. During Great Lent, we fast in order to restore the proper understanding and balance between our desires and the basic necessities that God provides for our nurture. Food is denied not because it is bad, but because we only need a little. Food is restored to its proper place.
Prayer, both personal and corporate, is also important during the lenten season. Hunger that grows with our fast should be transformed by prayer into a hunger not for food, but for God Himself, who is the Bread of Life and the Fountain of Holiness. Fasting without prayer is like the man who had the unclean spirit and cleaned it out, but left his heart empty, so seven spirits even MORE unclean than the first possessed him.
But the most personal and difficult aspect of our effort is the journey to the Sacrament of Confession. Confession of our sins is basic and necessary. But Confession in Orthodox Tradition has always been face-to-face — a hard journey!
Many people outside our faith wonder why we simply do not confess our sins in private "to God." The answer is very simple — God already "knows" about our sins. Confession is a gift from God that allows us to not only confess our sins, but to receive the assurance of God's forgiveness and the spiritual guidance that we need to help us overcome these sins.
Confession is a three-step process. First, we must recognize our sins. As we get "holier," we see better and better how truly awful our life is, how truly estranged we are from God. Second, we must truly be sorry for the sins, and one of the true tests of our sorrow is the ability to confess those sins to another human being. We can be so prideful that we refuse to confess our sins because we are worried about what someone else might think about us. Finally, once our pride is defeated and the sin confessed, we must try to repent, overcome the sin and live a truly sinless life. Of course, the effort is in the struggle, since we cannot actually avoid acts of sin. But why should we confess to the priest?
1. Sin is, as we have said, separation. First of all, sin separates us from God. Sin keeps us from being who God intends us to be. The communion with God that was given on the first day of creation is fractured by sin, and eternal life can only be granted when that fracture is healed.
Confession to the priest overcomes and heals this because the priest is the sacramental presence of Christ in the Church. When someone confesses to the priest, he is confessing to God Himself, thereby healing the fracture which has occurred when someone sins. Our proper and intended relationship with God is restored when we confess to the priest.
2. Sin separates us from the Church. When we raise the consecrated bread off the paten just before Communion, the priest says "Holy things for the holy." No one is "sinless" when they receive the Holy Gifts, but when we progress beyond the "daily sins" or accumulate so many of them that our soul is burdened, we must confess them to restore our relationship with the Church. Our communion with the Church is fractured by sin, and healing can only take place when we bring our sin to the Head of the Church — who is Christ. The priest is the sacramental presence of Christ in the Church, and to restore unity with the Church, we confess to him.
3. Sin separates us from each other. Nowhere is the lack of communion between us and God that happens because of sin shown better than in how estranged we are from each other. Sin destroys my relationship with the "other," and Christ Himself says that we can only know and love God when we know and love each other. 
We must confess our sins and repent of them to restore our relationship with the "other." In the early Church that was very simply done -- you stood up in the midst of the church community and confessed your sin, thereby healing that relationship with others. When problems with that system arose, the priest began to stand in the place of the community. So we also confess our sins to the priest because he is a man, created and fallible just like everyone else — standing in the place of everyone else.
When these three "healings" take place — between me and God, between me and the Church, between me and everyone else — then true healing begins, with the long struggle to overcome our sins and "be perfect as the heavenly Father is perfect."
From Orthodox New England

"Go ye therefore, and make disciples of all the nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit"

Mathew 28:19