I'm So Confused is an unreleased track recorded by Prince on October 3, 1984 for use as a segue between Darling Nikki and The Beautiful Ones on the Purple Rain Tour, which held its first dress rehearsal the following day.
The track contained sound effects of a dove, as well as backward elements of wind chimes, bells, and lyrics from The Dance Electric, recorded six weeks earlier.
The track was edited and blended with Darling Nikki for use on the Purple Rain Tour. It is not likely that the track was intended for any other use. Although it was included (as played over the PA) on the Prince And The Revolution: Live home video, it was not labeled as a separate track, and therefor is not considered 'released' as such.