It was St. John Chrysostom who said that it is not enough to remove an arrow from the body, but the wound also must be healed or the person will bleed to death. He explained that we all must go to Confession, but that it is not enough only to go; one must also take advantage of the grace of Confession and use its strength to overcome those same sins. The lingering effects of our sins also include certain temporal punishments, and if we do not work to overcome our sins then those lingering effects will only multiply. It is our work of penitence and seeking holiness that helps to eliminate those temporal punishments that are attached to every sin.
Our motions to greater holiness help to grow the virtues of faith, hope, and charity in us and those are the primary actions that effect holiness in us. For those lingering effects, as St. Chrysostom called them, will need to be dealt with in some way, and if we neglect them here on earth, Purgatory is where they will be dealt with. We cannot avoid dealing with sin forever. We will all be called to account to have our deeds and misdeeds tested (see 1 Corinthians 3:10-15).
One of the most significant ways that we can overcome those temporal punishments is through fully performing our penance after Confession. "Fully" means that we do not just rush through it to get it done and move on to more important things (what is more important than achieving Heaven?). We are to consider the penance, do it with the right heart, and then ask God to show us how it is good for us so that we can make sure that we have made full and proper restitution to those we have wronged. Give back what is taken (if you cannot give it back, then give something else to the Church or another person in need). Reconcile with those you have wronged. Do deeds of restitution for those you sinned against (even if they do not know you did it). This is what it means to make sure we are not just removing the "arrow" but healing "the wound".
I cannot say this enough: Go To Confession.