Je t’avoue que je suis un peu confus

could be translated as “I admit that I’m a little confused“.

A copie double (or feuille double, which they’re sold here as, for example) is just a sheet of A3 paper folded in half, typically used at school in France for answering tests on. Your friend could also have just called it a copie, which Larousse defines as

feuille double de papier, de format standard, destinée à la rédaction

i.e. a double sheet of paper, standard format, for writing.

So

j’ai fait une copie double

means that she filled a whole one of these “double sheets”, presumably with the answers to the test.