मुझे इस सवाल में उलझन है।

Hindi often uses मुझे for feelings, sensations, and mental states.

So मुझे ... है literally works like to me, there is ..., but in natural English it means I have ... or I am ... depending on context.

That is why मुझे इस सवाल में उलझन है is natural for I’m confused about this question.

If you used मैं, you would usually need a different structure, for example:

• मैं इस सवाल को लेकर उलझन में हूँ।

So:

• मुझे उलझन है = I have confusion / I feel confused
• मैं उलझन में हूँ = I am in a state of confusion

Both are possible, but the grammar is different.

Because यह changes to इस in the oblique form.

Hindi pronouns and demonstratives often change form when a postposition is involved. Here the phrase is इस सवाल में, and the postposition is में.

So:

• यह सवाल = this question
• इस सवाल में = in this question / about this question

That is why यह सवाल में would be wrong.

A similar pattern:

• वह → उस
• यह → इस

For example:

• उस सवाल में
• इस किताब में

उलझन means confusion, puzzlement, or a feeling of being mentally tangled.

It comes from the idea of something being tangled or knotted. So it does not just mean I don’t know; it can also suggest:

• something feels complicated
• something is mentally tangled up
• you are not clear about it

That is why उलझन is a good word for confusion caused by a tricky question or situation.

Related words:

• उलझना = to get tangled / to get involved / to become confused
• उलझन = confusion, complication, mental knot

Yes, में literally means in, but here it is being used in a natural Hindi way.

इस सवाल में उलझन है suggests that the confusion is in this question, meaning the question contains something confusing.

In English we often say about this question, but Hindi may use में where English would not.

This can give a slightly different nuance:

• इस सवाल में उलझन है = there is confusion in this question / this question is confusing me
• इस सवाल के बारे में उलझन है = there is confusion about this question

So में can make it feel like the confusing part lies within the question itself.

Because this sentence is not built like मैं ... हूँ.

The structure is:

• मुझे = to me
• उलझन = confusion
• है = is

So the sentence is grammatically closer to To me, there is confusion in this question than to I am ...

That is why Hindi uses है, not हूँ.

Compare:

• मैं तैयार हूँ। = I am ready.
• मुझे डर है। = I am afraid / I have fear.
• मुझे भूख है। = I am hungry.
• मुझे उलझन है। = I am confused.

In these मुझे + noun + है patterns, है is normal.

It is understandable and acceptable. A Hindi speaker would understand it clearly.

That said, some speakers may more naturally say:

• मैं इस सवाल को लेकर उलझन में हूँ।
• मुझे इस सवाल को समझने में दिक्कत हो रही है।
• मुझे यह सवाल समझ नहीं आ रहा।

These have slightly different shades of meaning:

• उलझन है / उलझन में हूँ = I’m confused
• दिक्कत हो रही है = I’m having difficulty
• समझ नहीं आ रहा = I’m not understanding it

So your sentence is fine, but it is not the only natural way to express the idea.

Both can mean I’m confused, but they present the idea differently.

• मुझे उलझन है = literally I have confusion
• मैं उलझन में हूँ = literally I am in confusion

The first treats confusion like something you are experiencing. The second treats confusion like a state you are in.

In many contexts, they are very close in meaning. But उलझन में हूँ can sound a bit more idiomatic and state-like, while उलझन है can sound a bit more like I have a confusion/problem here.

So:

• मुझे इस सवाल में उलझन है = I have confusion in this question
• मैं इस सवाल को लेकर उलझन में हूँ = I am confused about this question

Yes. Hindi word order is flexible, although the verb usually stays near the end.

All of these are possible:

• मुझे इस सवाल में उलझन है।
• इस सवाल में मुझे उलझन है।

The second version puts more focus on this question.

Hindi often moves parts of the sentence around for emphasis, topic, or style, but the meaning remains basically the same if the case markers and postpositions stay clear.

So the original order is correct, but it is not the only possible one.

Yes.

• सवाल is common and natural in everyday Hindi.
• प्रश्न is more formal, bookish, or academic.

So:

• मुझे इस सवाल में उलझन है। = everyday, natural
• मुझे इस प्रश्न में उलझन है। = more formal

In conversation, सवाल is usually more common. In textbooks, exams, or formal writing, प्रश्न may appear more often.