Is there any major difference in the meanings of bewildered/bewildering and confused/confusing? How about the context in which they can be used?
The definitions of the two are as follows:
1 archaic: to bring to ruin
a: to make embarrassed : abash
b: to disturb in mind or purpose : throw off
a: to make indistinct : blur
b: to mix indiscriminately : jumble
c: to fail to differentiate from an often similar or related other
1: to cause to lose one's bearings
2: to perplex or confuse especially by a complexity, variety, or multitude of objects or considerations
Additionally, they are listed as synonyms, so I would say it is safe to use them interchangeably where their meanings overlap. Just make sure it's a case where they do mean the same.
One example where they aren't interchangeable:
I confused you with your sister.
means I couldn't tell the difference, or thought one was the other.
I bewildered you with your sister.
means I used your sister to cause you confusion. Granted, the first example could mean that, but wouldn't be understood in that sense.
As Jim says, if you confuse X with Y, you're mistakenly thinking X is Y and/or that Y is X. But in practice, people usually say "I [mis]took you for someone else", rather than "I confused you with someone else". You normally hear that "misclassification" sense in constructions like "Don't confuse [my good idea] with [someone else's bad idea]" where there's an element of your thinking is sloppy / unfocussed / confused.
For most other contexts, the two words are effectively synonyms, but consider the usage history...
If that's not enough to convince you that confused is probably the better choice, consider this chart...
...which clearly shows that in "conversational" contexts, confused is overwhelmingly the preferred term.