I should turn myself in
What are you going to turn yourself in for?
I want to confess for committing theft.
It is hard to admit that you did something wrong but it is good that you are going to do it. You will feel less guilty admitting the truth and paying for what you did.
I know, it is just tough to actually do it.
The sooner you confess the better you will feel afterwards. You will experience a sense of catharsis and start to be able to accept what you have done.