Lord, Have Mercy is Scott Hahn's book on Confession. This too was a book I read as an early Catholic. As a former Protestant, Confession was one of the areas I had the most difficulty with. I don't think it was because of the common Protestant view of, "Why go to a priest, when I can just go straight to God?" No. This was a basic human fear of being judged by another human and how they will look at me after I am done confessing my sins. I don't know why, and I know it doesn't make any sense, but I still have that fear. Why are we afraid of what other people think of us, and not what God thinks of us?
In this book, Scott Hahn details the origins and history of the Sacrament. He explains the covenantal connections related to Confession, and he also explains the best example we have of Confession in the Bible - the Prodigal Son. Re-reading this book years later, I have a new appreciation for chapters 10 through 12. In this chapters, he gives advice on how to make Confession more meaningful and goes so far as to compare it to combat/warfare. Combat and warfare used to be more widely preached, but we have steered away from that now unfortunately. We have to remember though, that Satan is after our souls and everyday we are involved in a cosmic war where we must choose God and good over Satan and evil. The appendices also proved helpful as they walk you through how Confession takes place; prayers you can say before, during, and after; and an examination of Conscience.
This was a very helpful book on Confession and one that I am sure I will visit again, until I finally get over my fear of Confession. However, I think the cure for that will be to go more frequently. If you are struggling with Confession, I recommend this book for you. If you have Protestant friends or family who want to know what the point of Confession is, then recommend this book to them, or read it yourself and you can answer their questions. Anyone could benefit from reading this book though.