When you're stunned, you're thrown for a loop: either by shocking news or a blow to the head.
You can be stunned a few different ways, but they all involve a state of confusion. If your mom won the lottery, you'd be stunned. Others might be stunned if their favorite TV show was canceled. Some people are stunned by good news that is kind of amazing, like a NASA flight to Mars. On the other hand, getting whacked in the head can leave you stunned. Getting the wind knocked out of you will do the same.