Stronger than "confused":
* Bemused: Confused and amused, often by something strange or unexpected.
* Bewildered: Completely puzzled and lost.
* Discombobulated: Confused and upset.
* Nonplussed: So surprised and confused that you don't know what to say or do.
* Perplexed: Confused and puzzled by something difficult to understand.
* Mystified: Confused and intrigued by something mysterious.
* Baffled: Completely unable to understand.
More informal:
* Clueless: Having no understanding.
* Lost: Confused and unsure of what to do.
* Stumped: Unable to solve a problem or answer a question.
The best word to use depends on the specific context and the level of confusion you want to convey.