Confused?
Why not? That's probably exactly how Tom Stoppard, the playwright wants you to be.
Here is an excellent academic lecture on the play that might help:
http://records.viu.ca/~johnstoi/introser/stoppard.htm
You can also visit SparkNotes for some ideas:
http://www.sparknotes.com/lit/rosencrantz/
Wikipedia's not bad on this one and other online sources can be searched out as well.
But don't worry about it. Rosencrantz and Guildenstern are just as confused as you are.
