As a Noun:
1. Something that confuses you because you do not understand it. English = puzzle.
2. The feeling of confusion you get when you do not understand something. English = puzzlement.
3. A question, game, or toy which you have to think about carefully in order to answer it correctly or put it together properly. English = puzzle.
As a Verb or Adjective:
1. To be confused because you do not understand something. English = (be) puzzled, (be) perplexed.
2. To try hard to think of the answer to something or the explanation for something. English = puzzle over.
3. To scratch your head as a gesture of puzzlement or to show other people that you are puzzled.
1. Used alone to tell your addressee that you really do not understand what has been said or what has happened. English = 'What in the hell's going on?!', 'I haven't got a clue!', and so on.