Did you know The Episcopal Church has a central place for Confession in our life of faith? In fact, we say Confession every Sunday in Holy Eucharist (Rite I- BCP 330 and Rite II- BCP 359. Confession is a part of the Daily Office services as well).
The hope is that as we say the Confession together, we each are reflecting on what sins we have to confess from the past week. That way we know what we are turning away from in order to return to God. We are also holding those sins up to God to ask for His forgiveness. Then the celebrant offers absolution, or forgiveness, to the people for those sins under the authority given to him or her through Jesus Christ our Lord (see BCP 531 for where the authority to forgive sins comes from).
Sometimes it can be difficult, in the moment, to focus and reflect on our sins in the Confession. For some, The General Confession in each service is not enough to feel they have been fully forgiven.
For those looking for a further sense that they have been forgiven, there is the rite for The Reconciliation of a Penitent. This is a more private service where a person can confess his or her sins and receive absolution. The secrecy of this rite is absolute (BCP 446). There is also space in the rite for the priest to give advice to the penitent for how to move forward in her or his life with God in Christ Jesus.
The popular phrase concerning The Reconciliation of a Penitent is that "All may, some should." It is there if you need it. Just ask.