Oh the sisters of mercy, they are not departed or gone
They were waitin' for me when I thought that I just can't go on
And they brought me their comfort and later they brought me this song
Oh I hope you run into them, you who've been travelling so long
Yes you who must leave everything that you cannot control
It begins with your family, but soon it comes round to your soul
Well I've been where you're hanging, I think I can see how you're pinned:
When you're not feeling holy, your loneliness says that you've sinned
Well they lay down beside me, I made my confession to them
They touched both my eyes and I touched the dew on their hem
If your life is a leaf that the seasons tear off and condemn
They will bind you with love that is graceful and green as a stem
This is the physical stanza. Here he took some poetic freedom, since in his account of that night Leonard Cohen does not describe any sexual activity. 
 “Confession” continues the theme of the women as nuns, casting them in a chaste and holy rather than lustful light. They are connecting him to the spiritual in a moment when he feels lonely and lost.
Sisters of Mercy