In English, "make confusion" would mean cause confusion for others. Although this could definitely happen when speaking Chinese, I think you mean that *you* are confused. In that case, it would be better to say:
"I always get 这里 and 这儿 confused."
"I always get 这里 and 这儿 mixed up."
or: "I'm confused about the difference between 这里 and 这儿."
or: "I'm not sure about the difference between 这里 and 这儿."
Anyway, thanks for asking this question. I was wondering the same thing, and the answers below really helped me!