You committed the crime of theft, on mulitple occasions. In fact, in the fraudulent return context it is pretty clear that you enter the building with the intent to commit a crime. If you are ever caught doing that it would be easy for the store to charge you with burglary, a felony. Although most retail theft crimes are charges as a misdemeanor - which is bad enough - a felony is a very serious crime and can carry a lengthy prison term. Multiple felonies - which you are guilty of by your own admission - can result in a long time in prison.
Other consequences of getting caught include: 1) a very difficult time ever getting a good job with felony convictions on your record; 2) difficulty in getting licensed for many professions; 3) a civil demand by the store for damages several times what you stole; 4) difficulty in even renting an apartment or house, because most landlords do criminal background checks; and 5) inability to maintain a decent credit rating.
So, stop doing this stupid crime.
As to feeling guilty, live with it. Don't do something really stupid like going back to the store and trying to apologize and clear your conscience. That would only get you in more trouble.
It sounds like you got away with the crimes so far, but if the police or anyone else contacts you with questions about what you have done get a lawyer. Say absolutely nothing to anyone except a lawyer who has been hired or appointed by a court to represent you. If you get charged with a crime and you cannot afford a lawyer, ask the court to appoint one for you. Hopefully, for you, this will never come up. If you keep stealing, though, it is practically certain that you will get caught eventually.

