Do you mean "Christian"? Note that it is capitalised whether you are referring to the religion or to the male first name.
I'm not sure where you think you could put a question mark in any of the sentences in your post. There should, of course, be a question mark after "Who is Christian" in your title.
If you're trying to put one at the end of the sentence which starts "I am confused", then no. We put a question mark at the end of an actual question (they start with "who/what/where/when/why or a verb form such as "Does/did/was ... + verb").
Student or Learner