Two things come to mind:
(1) In order to confess my sins to God I have to know what my sins are. I have to recognize that I’ve sinned.
(2) Once I’ve recognized my sin and felt remorse, I have to pray to “call up” God.
So confessing my sins to God help me because in order to start doing so, I must be aware of my short comings and pray. This is only the beginning though. The real change comes after taking those two initial steps.
I remember soon after my mission praying to God confessing my first post-mission lapses. I implored help and confessed my sins. God later told me I should go confess to priesthood leaders and seek help. Confessing to God requires honest and contrite prayer; sincere and humble prayer yields revelation.
The way confessing to God helps me is Revelation. Through revelation, He tells me what to do next or makes me feel at peace, makes me feel forgiven and that things, in the long run, will be okay.