Orthodox confession is not like Catholic confession, even though, it is unfortunate to say that many Orthodox do not practice confession properly. Confession is a mystery, a way of healing the soul and not a judicial process. God performs this mystery through the priest, but again the role of the priest is often misunderstood and seen in an authoritative manner.
Going to Catholic confession would be the equivalent of going to a psychologist to ask for some help and to relieve your burden. Spiritually speaking, the Orthodox Church is where The Truth is found and where you would want to be, given that as I said, the people aren't perfect, but the faith is (no pride, just stating facts that everybody can verify if they wish).