Perplexity is a term used by some psychiatrists to describe the characteristic emotion of early, emerging hebephrenic schizophrenia - a state of worry, angst, concern that something is going-on but being unsure exactly what.
It is indeed the characteristic emotion of a number of psychotic states characterised by 'thought disorder' - the interruption and fragmentation of of the 'stream of sconsciousness' - so that the 'train of thought' is derailed, lost, stopped, or interrupted by (what are experienced as) external intrusions and insertions.
Perplexity also describes the state of some people with delirium - perhaps due to a high temperature (pyrexia), some kind of intoxication or drug withdrawal, a response to brain injury or some other cause of global brain dysfunction. Also the pervasive state of some people with dementia - that bemused, puzzled, 'lost' look.
And perplexity is the usual emotion I recall from dreams - this morning being typical. My dreams are usually incoherent and dull, and they tend to become repetitive as I approach awakening, such that I am pleased to get out of bed and away from them. (No doubt this is one reason I am such an early riser.)
But those dreams are characterised by perplexity - an awareness of memory crumbling behind as the dream is moving forward - to know that any current understanding is temporary and begins cracking almost as soon as it has been established.
This, I suppose, is what thought disorder feels like.