According to Collins English Dictionary, the main meaning of the word "confused" is:
confused [kənˈfjuːzd] adjThat sounds about right. But hang on. Isn't there something odd about this: "feeling or exhibiting an inability to understand..."?1. feeling or exhibiting an inability to understand; bewildered; perplexed
Those are two completely different things. Sometimes people exhibit a lack of understanding and don't feel it - they think they understand, but actually they don't. Indeed, that's the worst kind of confusion, because it leads to people making mistakes based on wrong assumptions. Whereas feeling confused is much less of a problem. If you know you're confused, you won't go around acting as if you're not.
The feeling of confusion happens when you've just avoided being confused, or just come out of it. Confusion is a feeling, and also, a status, and the two are not just separate but (to some extent) mutually exclusive. If you feel confused, you can't actually be seriously confused.
Yet we use the same word for both, and the dictionary treats them both as being not just the same but part of the same definition. Confusing.
Or take being drunk. "Drunk" is a feeling, certainly. It's also a state, and they only sometimes go together. You can be drunker than you feel, with hilarious or tragic consequences. Everyone knows that you can't trust a drunken person to know how drunk they are.
Consider "depression". Depression is a feeling. No question about that. We've all felt at least a little depressed. Depression is also a state, that certain people go into as a result of mental illness, physical illness or as a side effect of certain drugs.
But the state of depression is no more equivalent to the feeling of depression than being confused means feeling confused. In my experience of depression, feeling depressed is a sign that I'm only slightly depressed. When I'm really depressed, I don't think I'm depressed at all.
This is one of the most insidious things about depression: it 'creeps up on you'. Over a period of time - usually several days, in my case, but it can be much longer or shorter - your mind changes.
You stop noticing opportunities, and become obsessed with risks. Your ability to take decisions and come up with ideas withers and your imagination fails you. Your thoughts get stuck in loops. You feel weary doing the things you used to enjoy and angry around people you used to like.
In other words, your mind changes. Your memory, thinking and perceptions are all altered - but you don't notice that. You notice the effects, of course, but you think they're outside: you think the world has suddenly become less friendly. A classic case of confusion, in the worst sense.