Confused

confused
混乱した

Example:
That's a really confusing textbook.
あれは本当に混乱させる教科書だな。

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perplexed
まごついた

Example:
I'm perplexed by how humans can kill each other so easily.
俺は人間がそう簡単に人間を殺せることにまごついてる。

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baffled
困惑した

Example:
That student was baffled by the complex math problem.
あの学生は複雑な数学問題に困惑した。

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puzzled
戸惑った

Example:
That girl has a puzzled look on her face.
あの女の子は戸惑い顔をしてるね。

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bewildered
当惑した

Example:
He was bewildered by suddenly hearing that class was canceled.
彼は授業が中止になったっていきなり聞いて当惑した。

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Comment:
While the Japanese and the English are all different, the meanings are all similar and they can probably be used interchangably. The most common of these words is confused, which you probably knew already. Perplexed and puzzled are also used fairly often, with baffled and bewildered probably less common or maybe more poetic.