Confession is an Acknowledgment or Statement of belief
Romans 10:10 (KJV)
10 For with the heart man believeth unto righteousness; and with the mouth confession is made unto salvation.
Acts 8:37 is an example of confessing the Lord Jesus Christ as the Son of God.
Acts 8:37 37 And Philip said, If thou believest with all thine heart, thou mayest. And he answered and said, I believe that Jesus Christ is the Son of God.