Before you go...
Examine your conscience, that is, reflect on what sins you have commuted. To guide you, just Google "examination of conscience" and you'll find many resources to help you. It's even alright to make a list to bring with you to confession if that helps.
When you go...
When you come before the priest, begin my making the Sign of the Cross (praying the words out loud), and continue by saying, "Bless me, Father, I have sinned. it was been (how long) since my last confession. These are my sins..."
List the sins you have committed that came to mind when doing your examination of conscience. Don't be too general (like, "I haven't been a good person"), but a lot of detail is not necessary either (you don't need to tell the whole story of how a sin came about). If you're not sure if something is a sin, just ask the priest. This isn't counseling, so unless you ask, the priest likely won't give you advice. He'll just move on to...
The priest will suggest something for you to do or pray as a response to God's mercy. You'll have to remember what this is and do it after the confession is over, so pay attention.
The priest will then ask you to pray your "Act of Contrition," demonstrating your sorrow for your sins. This needs to be pray out loud for the priest to her, but need not adhere exactly to one formula. Here are examples...
Act Of Contrition
My God, I am sorry for my sins with all my heart. In choosing to do wrong and failing to do good, I have sinned against You whom I should love above all things. I firmly intend, with your help, to do penance, to sin no more, and to avoid whatever leads me to sin. Our Savior Jesus Christ suffered and died for us. In his name, my God, have mercy.
O my God, I am heartily sorry for having offended you and I detest all my sins, because I dread the loss of heaven and the pains of hell; but most of all because they offend you, my God, who are all good and deserving of all my love. I firmly resolve with the help of your grace, to confess my sins, to do penance, and to amend my life. Amen.