By “go to confession” most people mean to attend the Sacrament of Reconciliation. The Church tells us that practicing Catholics must go at least once a year but more is suggested.
Also, the sacrament of reconciliation should be sought any time a person knows they have committed a mortal sin; one that completely severs our relationship with God. A person in this state needs to attend reconciliation before receiving the Eucharist at Mass.
Rumor has it that both Pope John Paul II and Pope Benedict XVI go to confession at least once per week. They obviously take this sacrament very seriously and set a great example for the rest of us.
The bottom line is to do what you’re comfortable with. The Church does require yearly participation; anything more can only help bring you closer to Christ.
If you’re wondering literally how to attend the Sacrament, there are a few resources you can use. Most parishes have a set schedule of when the priest will be in the confessional waiting for you to show up. Call your parish office for times or check your parish bulletin.
Seasons of penance like Lent and Advent often see parishes working harder to make the Sacrament of Reconciliation available. Often area parishes will work together to have several priests available at one time. Again, check with your parish office.
If the regular times don’t work for you, don’t be afraid to schedule a time with a priest. Please, respect how busy most priests are, but most priests are happy to schedule some time to hear your confession.
Confession takes no more effort than an oil change. Don’t let simple scheduling conflicts hold you back!