General confusion:
* Bewildered
* Disoriented
* Perplexed
* Mystified
* Puzzled
* Uncertain
* Baffled
* Flustered
* Nonplussed
* At a loss
Confusion due to conflicting information:
* Ambiguous
* Contradictory
* Inconsistent
* Paradoxical
Confusion due to lack of understanding:
* Unclear
* Obscure
* Unintelligible
* Uncomprehending
Confusion due to emotional distress:
* Distraught
* Overwhelmed
* Discombobulated
The best word to use will depend on the specific context and the kind of confusion you want to convey.