The existence of our own individual dwelling places implies privacy. We are also told Christ will give new names to the righteous, known only between him and them (Rev. 2:17). This is a secret, a private knowledge shared only between the individual and God. While there will be no sin to confess, presumably we will still want to have a private audience with God. There is every reason to believe we will still have the ability to go directly to our Lord, to talk to him not just in corporate worship but in private prayer.
For more information on the subject of Heaven, see Randy Alcorn’s book Heaven.