The most common and most likely answer to this crossword clue is the 6 letter word PUZZLE
I've seen this crossword clue in The Daily Telegraph
P
U
Z
Z
L
E
Buddy explains!
The straight part
We know that "This might be baffling" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case this might be baffling = puzzle.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does PUZZLE mean?
PUZZLE noun- Anything that is difficult to understand or make sense of.
- A game for one or more people that is more or less difficult to work out or complete.
- A crossword puzzle.
- A jigsaw puzzle.
- A riddle.
- Something made with marvellous skill; something of ingenious construction.
- The state of being puzzled; perplexity.
- To perplex (someone).
- To think long and carefully, in bewilderment.
- To make intricate; to entangle.