Use "Estoy confundido" if you identify as male and "Estoy confundida" if you identify as female.

Example: "Estoy confundido sobre la tarea" (I am confused about the homework). Follow-up: "¿Podrías ayudarme?" (Could you help me?).

If you want to sound more like a local, you might skip "confundido" for more colorful phrases:

If you're in a Spanish class or a professional meeting, "Estoy confundido" is safe and clear.