Bafflement is a state of being utterly confused or bewildered. When you walk into a huge new school for the first time, your feeling of bafflement is totally understandable.
Lacking any understanding about an event or situation results in bafflement, when you're so disoriented that your head spins. When you accidentally go to the Spanish III class instead of Spanish I, it's likely to result in bafflement. You'll feel a different sense of bafflement if your best friend suddenly refuses to speak to you. This noun comes from baffle, a verb that means "perplex," but once meant "to disgrace publicly."