To perplex someone is to amaze, baffle, bewilder, dumbfound, flummox, mystify, or puzzle them. Perplexing things are hard to understand.
If you're perplexed, then you're confused. Different things perplex different people. In football, a tricky defense will perplex a quarterback. Complicated formulas can perplex math students. When people do weird things, it can be perplexing. Anything hard to understand might perplex you. Perplexing also means to make something more complicated. So when you see the word perplex, think "Huh?"