If you're a parent you've probably lost one of your kids, at least for a few minutes. If you're not a parent, then you probably have a dog, cat, or other pet which has gotten lost. Do you remember how you felt when you first realized you couldn't find them--the uncertainty that quickly turned into panic as you scrambled around looking for them? Especially in the case of a dog or cat, do you remember the feeling of loss when they stayed gone for a day or two? And what about the elation you felt when you found them again.
Our heavenly Father uses those feelings we all have to help us understand His love for us, His children, and the joy there is in heaven when one of us returns back home. We had a cat that was missing a couple of months then all of the sudden showed up again. He was as thin as a rail and had a ring at the base of his tail where all the hair had been rubbed off--apparently someone had tied him up by the tail and left him to starve. What awful conditions he must have been in and how sorry we were that he had been mistreated. True, he had wandered off, and apparently somewhere that he was not welcome, but what misery he must have endured.
In the same way our Father in heaven knows that most of the time our misery is the result of our being places/doing things we shouldn't have been, but at the same time He loves us and is sorry for the misery we've endured. So he welcomes us back home with open arms, as the father of the prodigal son (Luke 15) did.
But in order for God to receive us back we must repent and confess our sins. It's not that He needs to "find out" what we've done--He already knows our very thoughts. Rather we need to acknowledge and open up to our sins so we won't be as likely to relapse. Yes, He's waiting for YOU to come back to Him.