General Confusion:
* Bewildered
* Disoriented
* Perplexed
* Mystified
* Puzzled
* Uncertain
* Unsure
* Dazed
Mental Confusion:
* Discombobulated
* Flustered
* Muddle-headed
* Foggy
* Scatterbrained
Emotional Confusion:
* Upset
* Distraught
* Troubled
* Anxious
* Apprehensive
Specific Situations:
* Lost (directionally): Disoriented, lost, adrift
* Misunderstanding: Misinterpreted, misconstrued, misunderstood
The best synonym for "confused" will depend on the context of your sentence.