What is a Confessional Church?
A "confessional church" is one that hold to historical Christian creeds and confessions of faith.
Creeds and Confessions of the Protestant faith: Reformed Confessions
There are different traditions of Protestant churches that are confessional:
Presbyterians subscribe to the Westminster Confession of Faith.
Protestant Reformed ("Continental Reformed") subscribe to the "Three Forms of Unity."
Reformed Baptists subscribe by and large to the 1689 London Baptist Confession of Faith.