There are some excellent answers in this thread. As a VERY recent convert to Catholicism, myself (after a couple of years' attendance), I am certainly sympathetic to being very drawn to some things in the church, and overwhelmed by others. And coming from Protestantism to Catholicism is very difficult.
A couple of extra points come to mind. In case they're helpful:
In my particular church, I find the priests, though quite serious about sin, are also far more concerned about a healthy balance and not being over-scrupulous than anyone was in my Protestant experience. It's one thing to recognize and grieve your sin; another to hyper-focus on it; or not to let it go, once forgiven. It sounds like you are going to regular confession, which is excellent - if you can accept the absolution and internalize that sign of God's love. For me, this truly works better than a private, prayerful confession directly to God: I never quite believed I was forgiven.
The 'sacrifice' of the mass is a memorial, a re-enactment; like historical re-enactments, the battle's already fought, the blood shed, the decision rendered. We merely watch again a presentation of that happening, bring the past into the present, and honor it. (Or so I understand.) The mass, especially the old mass, is extraordinarily rich and symbolic, so the more I have learned about it, and the more closely I follow it, the richer the experience usually is. I agree that God does not always allow us to feel His presence, at varied times, equally; yet that asking may help. Remember, though, church isn't just about us. It should nourish us, but being there is a matter of paying honor to God. If something else (Scripture, prayer, etc.) is more enriching for you at a given period, I think that's fine: but the gathering to worship is not without meaning or purpose, even if we fail of strong emotional or spiritual response.... unless we lose the intention of honoring our Maker and Savior, by being there.
Last, I suppose.... thornier issues. If you truly felt God led you to the Church, I would try to be at peace with that for a while, to submit to what He desires for you, and - insofar as possible - to difficult doctrines that may not distort God's will. I don't think He changes His mind easily. Further, the promises made (at least at my own profession of faith), are very solemn, binding oneself to the Church for life, before God. So - while I am not critical of worry and uncertainty and wondering if you've made the right choice, or of discomfort, either - I would be slow, and certain, before thinking of going back on such commitments, myself. There are things - in the gap between my Protestant and Catholic understandings - where I came to completely agree with the Catholic position, or discovered that it more nearly met my own opinion. There are views that were quick to change or embrace, and other teachings I came to understand and appreciate slowly. There were also a few essential doctrines I struggled with right up to the week of my conversion. Yet, for each of those, I was able to come to the point of saying honestly: 'I would not have thought this on my own, but I understand how it could be, or how it fits into the rest, and I can accept it, as it is the Church's teaching.' Distinguishing between essential dogma and possible interpretations or add-ons is a great help, but so is a desire to submit to the authority of the Church, in its doctrine, if you feel God has led you there - to be willing to let your opinions change, slowly, if need be, to ones in harmony with the essence of what the Church teaches, and, even in doubt, not to embrace rebellion. (I do think there's lots of room for respectful disagreement, variation, doubt, and criticism, or of frustration with areas in which the Church or its members may not reflect God's intentions; but that it cannot come as an outright rejection of major Church teachings or the Church's authority, without putting the individual into a state of rebellion and risk. As a Catholic, being in rebellion against the Church puts you into a degree of rebellion against God, even if you are led there by what is originally a desire to follow Him more fully.)