The Christian Bible has many passages that deal with repenting, including Matthew 4:17, and Acts 2:38 and 3:19. The major passage in the Quran that deals with repentance is At-Tahriim 66:8. Jews can find passages on repentance in Hosea 14:2-5, Proverbs 28:13, and Leviticus 5:5.
Don’t feel like you have to go to a house of God to repent, however, or that you need to talk to an adviser for God to hear you. God hears just as much from you as a religious leader. You can repent completely on your own if you want to.