Not every question unequivocally indicates confusion though. There are at least two kinds of questions. The policeman isn't confused when he asks you where yo

Not every question unequivocally indicates confusion though. There are at least two kinds of questions. The policeman isn't confused when he asks you where you were at 9pm on June 12th. That's an interrogation, an inquisition, and contains an implicit accusation. The most common response is resistance, obfuscation and/or defending one's position at all costs (no matter how foolish that position might be). So starting off with "Can you explain your goal here?" is concise and isn't horrible. But without any other signal or adornment, it risks being read as the above kind of question. Leading off with "I'm confused" is for indicating that the subsequent questions are the other kind - "please help me with my problem" type deal. It's not strictly necessary to the meaning, but likely has a positive effect in how the questions are interpreted and answered. It's like declaring a variable before you use it. The compiler doesn't need to figure out what type it is (and possibly get it wrong). "Take a step back" is also used productively here, indicating "whoa whoa there sparky, before we talk about what you're doing, we need to answer why you're even doing it." In other words "I want to talk about something further upstream" or in yet other words, "Let's stop and look at the big picture." Actually it's pretty concise when you consider all the meaning that's crammed into it.