So David said to Nathan, "I have sinned against the Lord." And Nathan said to David, "The Lord also has put away your sin; you shall not die." —2 Samuel 12:13
David's confession of sin was a true confession. He had indeed sinned against the Lord. His endeavor to hide his sin had only compounded things.
But notice that with David's confession came immediate forgiveness. Oh, that we would cease trying to cover or justify our sins! Forgiveness can only come with confession. It is not until you acknowledge and confess your guilt before God that you can receive the cleansing God wants to give to you.
God delights in mercy.
He wants to forgive. But until there is the confession, God doesn't have the opportunity to exercise His mercy and grace. What a relief it is when that heavy load of sin is gone. The Hebrew word for "blessed" means "Oh, how happy." This is what David describes in Psalm 32. "How blessed (how happy) is the man whose sins are forgiven." How happy is the man who's been restored into fellowship with God.
It should be noted that though God forgave David, sin still left its mark. Don't think that you can sin without it taking a toll upon your life. God forgives, and the penalty of sin is removed. Nails driven into a board can be removed, too, but the board will still be scarred by holes. Your sin may be removed, but it leaves its mark.
Father, we pray that Your Holy Spirit will speak to us who are weighed down by guilt. May there be confession, that there might also be that flowing forth of Your grace and forgiveness.