Mara wasn't surprised that he was confused. For the most part there were Jedi and there was Sith, there was nothing in between. She was an anomaly which suited her just fine. It left people guessing, not ever sure about who she actually was. It meant she could carry out her tasks easily. Here though, she didn't have that advantage.
"I'm me. I had some training in the ways of the Force but it was rudimentary. My skills lay elsewhere," which was true enough. The Emperor never wanted her to be too powerful, didn't want her to be a risk to him. So he had trained her in other ways. "I've only just come into possession of my first lightsaber," she admitted after a moment.