A story is told of St. Teresa of Avila and an old nun in her convent who everyone thought was very "saintly". When the old nun died everyone presumed she went straight to heaven. One night in a vision this dead nun came to St. Teresa. The old nun seemed to be in great pain. The nun begged St. Teresa to tell all the sisters in the convent to never be too embarrassed to confess any sin. She explained that she had been too embarrassed to confess one mortal sin and thus died with that mortal sin on her soul. As a result she was in hell.

To avoid confessing a mortal sin in Confession risks your soul to hell. DO NOT DO THIS. Confess all grave sins no matter how embarrassing.