Think of the difference like notes played on a piano. Let’s say some one plays a C and a G. They sound OK, but you’re not sure where it’s going. If they add in an E, you get a C major chord, and it sounds good. That’s equivalent to confusion, as all that’s needed is a little extra information to fix the situation.
Next, let’s say they play a C and a C#, which are right next to each other on the piano. When played together, they sound terrible, as any one who’s fooled around on a piano for 5 minutes has experienced. Sure, they’re OK on their own, but it’s not easy to fix the situation without changing or removing one of the notes. That’s awkwardness.
I’m referring to these two in a social setting, of course. Awkwardness has multiple definitions and applications. But, in a social setting, which is common, it’s when two people or personalities really don’t mix well in a certain situation. Social confusion is more obvious, like if you don’t know some one is a vegetarian and is the only one not eating a hot dog at a barbecue. You have an idea that there’s a good reason for them not eating, but you still need to ask some one. Then, it’s resolved.
I’d recommend using this analogy when a piano is present. Even if the person doesn’t need to know the difference, it’d be a waste if you didn’t take the opportunity to educate. Bonus points if you do it at a party where awkwardness is present: “You see, Jim, you’re a C, and Bill is a C#. It just doesn’t work. Here, let me show you on this keyboard…”