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.
j'ai fait une copie double
means that she filled a whole one of these "double sheets", presumably with the answers to the test.