When you're feeling confused, you're experiencing puzzlement. Many people have a sense of puzzlement during their first day at a brand new job, while they are trying to figure out how to please the boss and work the coffee machine.
A state of puzzlement is familiar to anyone who's ever been literally lost (on the streets of an unfamiliar city), or figuratively lost (sitting in the wrong math class). If you're puzzled, baffled, confused, or befuddled — that's puzzlement. There's some puzzlement among word experts about where exactly this word comes from. They know puzzle came first, from the earlier pusle, "bewilder," but beyond that its origin is a puzzle.