How can anyone go straight to heaven if we have all sinned?

You can, if you are in a state of grace and all the temporal punishment due to your sins has been taken care of, which you do through indulgences. That is why the Church gives them, as free grace; take advantage of every indulgence you can, because they are keeping a record of them in heaven. If all that punishment has been adjudicated and you are free of mortal and venial sin, you can go straight to heaven, no problem. I always joke that I am not going to purgatory, because I intend to take advantage of all the indulgences and make sure all my punishment has been settled.