There are several words that can be used instead of "am confused" depending on the context of the sentence. If you're perplexed or bewildered, you may use the phrase "at a loss." For example, "I am at a loss to understand this complicated math problem." Another option is "puzzled," meaning you're uncertain or unsure about something. For instance, "I'm puzzled about why my car won't start." "Baffled" is another word for confused, which indicates you're greatly perplexed or mystified by something. For example, "I'm completely baffled by the complexity of this scientific theory." These alternative phrases will give you more options for expressing yourself when you are confused.