Something that's confusing doesn't make any sense — it perplexes you. A confusing, hand-drawn map might lead you in circles as you try to find your destination.
It can be confusing to walk out of a dark movie theater into the bright sunlight, or to get a phone call from someone whose voice you don't recognize. Situations like this disorient you a little bit. Things that are difficult and complicated, like a really hard math test, can also be confusing. The adjective comes from confuse, which has a Latin root, confundere, "mingle together."