There might possibly be some ancient article on confessing to Jehovah and maybe just ironing out a problem with a brother by going to that brother, but in the latter case I don't think it was about sin. It was about a difference between two "brothers." Heck, there might be an actual quote about confessing to another "person." But I just cannot imagine that it included serious sins such as the sexual ones or lighting a cigarette.
YES, that last one (smoking) is considered a serious sin- way more serious than beating your wife, lying on your taxes, getting a bit drunk. I could imagine that if it were "just" beating your wife, then they might say that there is no need to report it.