The Father sent Jesus to reconcile the world to Himself. He gave us the Holy Spirit for the forgiveness of sins and instituted the sacrament of confession for us to receive that forgiveness.
Click here for some stuff on how to go to confession.
Jesus Christ is the one whom the Father anointed with the Holy Spirit and established as priest, prophet, and king. The whole People of God participates in these three offices of Christ and bears the responsibilities for mission and service that flow from them.CCC 1241
The anointing with sacred chrism, perfumed oil consecrated by the bishop, signifies the gift of the Holy Spirit to the newly baptized, who has become a Christian, that is, one "anointed" by the Holy Spirit, incorporated into Christ who is anointed priest, prophet, and king.CCC 1546
Christ, high priest and unique mediator, has made of the Church "a kingdom, priests for his God and Father." The whole community of believers is, as such, priestly. The faithful exercise their baptismal priesthood through their participation, each according to his own vocation, in Christ's mission as priest, prophet, and king. Through the sacraments of Baptism and Confirmation the faithful are "consecrated to be . . . a holy priesthood."