puzzlement vs mental confusion

puzzlement and mental confusion both are nouns.

Word	Noun	Adjective	Verb	Adverb
puzzlement	Yes	No	No	No
mental confusion	Yes	No	No	No

As nouns, mental confusion is a hypernym of puzzlement; that is, mental confusion is a word with a broader meaning than puzzlement:

puzzlement: confusion resulting from failure to understand
mental confusion: a mental state characterized by a lack of clear and orderly thought and behavior

Other hypernyms of puzzlement include confusedness, confusion, disarray, muddiness.

puzzlement (noun)	mental confusion (noun)
confusion resulting from failure to understand	a mental state characterized by a lack of clear and orderly thought and behavior