To bemuse means to confuse or puzzle. You might be bemused opening a box of candy from a "secret admirer." Your teacher might give you a bemused smile if you write your essay as a series of haikus.
Bemuse is not the same as amuse, which means to entertain someone or make them laugh. In fact, one of the worst receptions a joke might receive is a bemused "huh?" rather than an amused "ha." Bemusement is a light feeling—there's no anxiety attached to it, no feeling of being hurt or tricked.
