I am confused vs. I feel confused
Since both are grammatically acceptable, I don't see any difference as a non-native English speaker.
Is there any particular difference?
The difference is subtle but fairly clear. To say, "I am confused", is to draw attention to your state of confusion. It would ordinarily be used if you want someone to clear up whatever issue confuses you. "I feel confused", on the other hand, is drawing attention to your feelings or emotional state, and you'd use it if you want sympathy more than clarification.
There is little difference between "I am confused" and "I feel confused" - that's because if you didn't feel confused, you wouldn't know that you are confused, so you wouldn't say "I am confused".
For another person, there is a difference. "Joe is confused" states the fact that Joe is confused. Joe himself might not be aware of this. He might think that he knows exactly what his doing, when in fact his actions are all over the place.
The difference is about understanding the cause of the confusion.
I am confused: is it black or is it white?
In this case, it is a clear mental process, where a clear decision cannot be made because of insufficient or conflicting information.
I felt confuse after I woke up.
I have a strange feeling that something is wrong, that something is not understood, but I have no idea why.
I am tired after not sleeping for 30 hours.
I had some intense activity, or I did not sleep in a long time, and my body needs to rest literally.
I feel tired, although I just woke up.
I have no reason to be tired, but the feeling is there. Maybe I am sick?
I feel I am ...(X) sounds like an ostricho-camel with too many words..
There's really no difference. Yet, "feel" describes the state that is most probably true, but which in rare cases may differ from "is".
There's a third option which isn't any different from the other two: