That's a great question! Mrs. Jones is an extremely sensitive woman, who genuinely wishes to inspire Roger to change and become a gentleman. She can understand quite well the discomfiture Roger feels in her company.

Roger is stupefied and can't really make out what’s going on. It’s beyond his grasp why a lady, whom he had tried to rob, has brought him to her home and is being so hospitable.

By telling him she, "too," had done things that can’t be shared with anybody, not even with God, “if He didn't already know,” Mrs. Jones, as if, steps down to come and stand on the same platform where Roger does. It's like she wants to tell him that, now, there’s not much difference between him and her. So, he should just forget that he had tried to run away with her purse, and simply relax.

Mrs. Jones is not lying when she admits to having done things she shouldn't have done. She knows that it’s human nature. However, it’s not really important to know, neither for Roger nor for the readers, what Mrs. Jones actually did that she wouldn't like anyone to know.

What really matters is the fact that at present, she works hard to a make a living with dignity. Even if she did something she wasn't supposed to, she doesn't do it any more; she realizes that it's wrong. 

Through this precise intimate statement, Mrs. Jones is able to strike a chord with Roger and move him deeply.

So, we clearly see Mrs. Jones intentions when she utters the quoted line in the question. She tries to make Roger feel light and comfortable, and more importantly, she wishes to ignite a positive change in him.

She hopes Roger might give it a thought to forgo the path he has already chosen, and find a respectable way of earning a livelihood, like she had.