Under the Old Covenant there were a LOT of sacrifices. It was grisly - day after day, animal death after animal death, blood on blood. Under the New Covenant there aren't. They are all finished. We do not offer any sacrifices any more. Anyone or any church who teaches that we need a priest to sacrifice for us now is wrong.
Heb 9:22 says that all the implements of worship had to be cleansed with blood because without the shedding of it there is no forgiveness of sins.
Why? Can't God just say "I forgive you" and be done with it?
The answer to that is no. God simply forgiving sin without cost is contrary to his character. He wants to forgive, but not at the expense of stopping being just and simply being arbitrary instead. For God to forgive wickedness with no cost makes God uncaring about evil. "So you have done evil things? Doesn't matter." If the shedding of blood says anything it says that sin matters - a lot.
Heb 9:16 says that in the case of a will it is necessary to prove that a death has taken place. That is what the blood did - proved the death.
Heb 9:14-15 says that Jesus sacrificed himself as a ransom to make possible eternal redemption, cleansed consciences, forgiveness of sins and freedom from sins.
And then 9:26 sums it up:
He has appeared once for all at the end of the ages to do away with sin by the sacrifice of himself
I had a very powerful lesson in what this is all about from a girl called Natasha. I was manning a Christian Union stall at a university freshers event when Natasha walked past and asked what the CU was all about. We got talking and she said "I've read the Bible. Well, the Old Testament anyway." I asked if she was Jewish and it turned out that she was.
"What do you make of the Old Testament?" I asked.
"I never understood what all those sacrifices were all about" she replied.
I explained that it was all about sin requiring a death in order for justice to be satisfied and (ceremonial) forgiveness to be available. She said she would go away and think about it.
An hour later she returned. "What you said makes no sense" she said. I asked why. Her response staggered me: "you are not telling me that any amount of animal sacrifice will ever be enough to cover my sin." I asked her what she thought would be enough. Natasha thought for a moment and then replied (straight up, this is an exact quote) "that would require a perfect person to die in my place."
And she had never read or heard about Jesus!
That is what those sacrifices were for. And, if Natasha was anything to go by, the people knew that the animal sacrifices weren't enough. It was obvious to them. They meant that they weren't instantly obliterated by God for sin, but they also reinforced every day that sin had not been dealt with. Their consciences had not been cleansed. They knew something - someone - more was necessary
How much more, then, will the blood of Christ, who through the eternal Spirit offered himself unblemished to God, cleanse our consciences from acts that lead to death, so that we may serve the living God!