Yes, I would often feel confused and it would take me several days to "figure it out". I always took the opinion that it "meant" something (what they'd said or done, not the confusion :-) and that my T wasn't trying to confuse me (and may not know I was confused). I just worked at it until I figured out something to help me and then would check, starting the next session, telling the story of my confusion, to see if I'd gotten it right.