Did the apostles practice confession?
There is no direct evidence that they did. However, we can reasonably infer that they did.
First, we can assume that they would have administered the sacrament of confession given the fact that Christ gave them the authority to forgive and retain sin (John 20:23). It would not make sense for them to receive this command from Christ and never carry it out.
For example, Jesus gives the apostles the command to baptize “In the name of the Father, the Son, and the Holy Spirit” (Matt. 28:19). But nowhere in the Bible does it say that the apostles actually baptized with that formula. Are we to conclude that they didn’t do so? Why would Matthew record such a command if it was a command that was never carried out?
Similarly, the issuance of the command to forgive and retain sin gives reason to infer that the apostles would have administered the sacrament of confession.
Second, there is direct evidence that at least the “presbyters” of the early Church administered the sacrament of confession:
Is any among you sick? Let him call for the elders (Gk. Presbuteros) of the church, and let them pray over him, anointing him with oil in the name of the Lord; and the prayer of faith will save the sick man, and the Lord will raise him up; and if he has committed sins, he will be forgiven” (James 5:14-15).
The apostolic office, the episkope (Acts 1:20), is the fullness of the presbyterate office. If the presbyters of the first-century Church anointed the sick with oil and forgave sins, it’s reasonable to conclude that the apostles would have done so as well.