General Confusion:
* Confuse
* Disconcert
* Disorient
* Mystify
* Perplex
* Puzzle
* Stump
Overwhelmed by complexity:
* Astound
* Overwhelm
* Nonplus
* Dumbfound
Lost and uncertain:
* Discombobulate
* Unnerve
* Flabbergast
* Baffle
* Bamboozle
More informal synonyms:
* Throw for a loop
* Leave someone scratching their head
* Make someone's head spin
* Have someone seeing stars
The best synonym to use will depend on the specific context and the desired level of formality.