Don’t say “Je suis confus” unless you want to convey that you are addled and in need of psychiatric help. Try these instead:

Je comprends pas – lit. “I don’t understand” (notice the sheer simplicity of this phrase; translation need not be unnecessarily difficult. Also notice how the ‘ne’ has been dropped from the phrase as is standard in modern French)

Je m’y perds – lit. “I’m lost in it”

Je m’embrouille dans…/avec… (from the verb s’embrouiller meaning to get tangled or muddled up with/in something)

Je suis paumé – same meaning as “Je suis perdu” (lit. “I’m lost”) but more informal

C’est trop compliqué pour moi