Speaking from experience, many times it is very convenient to be able to have a person to confide in and be able to tell any and everything to, at any given time, without them judging you. Though a friend like this may be exceptional, in the world we live in a friend like that may be hard to come by. Often times a friend like this will be someone you may have grew up with, or known for a long amount of time.
It is important to know that when you have a friend of this caliber to keep them close, and to keep what they tell you in the strictest confidence as well. Doing so will enable you to keep a friendship going that may last a lifetime. It is easy for most to start a friendship like this, the hard part is putting the work in to maintain this friendship, and to make it keep growing.