While "Estoy confundido" is grammatically perfect, native speakers often use specific variations depending on who they are talking to:
Literally "I am lost," but used often to mean you have no idea what's going on. Estoy Confundido
Example: "Estoy confundido sobre la tarea" (I am confused about the homework). Follow-up: "¿Podrías ayudarme?" (Could you help me?). While "Estoy confundido" is grammatically perfect
A popular Mexican slang phrase that means "I got all mixed up" or "I'm confused". Estoy Confundido