In the New Testament, Matthew 6:6 it is said,
But when you pray, go into your room, close the door and pray to your Father, who is unseen. Then your Father, who sees what is done in secret, will reward you
To confess your sins, go into your room, a private place, perhaps your sacred space, and in your inner room, enter into conversation with God, Spirit, with whomsoever you feel is the source of your life and the goal of your life. Have conversation about your failings and faults. Sincere repentance is necessary, and as divine grace requires effort, firm amendment of purpose has to be followed up. This is best followed up with a harmony of thoughts, words and actions.
This harmony of thoughts, words and actions are really, the union of mind, body and spirit. Such union is a state of spiritual harmony, and peace, peace the world cannot give.