We report an experimental and theoretical study of the antiferromagnetic S=1/2 chain subject to uniform and staggered fields. Using inelastic neutron scattering, we observe a novel bound-spinon state at high energies in the linear chain compound CuCl2 * 2((CD3)2SO). The excitation is explained with a mean-field theory of interacting S=1/2 fermions and arises from the opening of a gap at the Fermi surface due to confining spinon interactions. The mean-field model also describes the wave-vector dependence of the bound-spinon states, particularly in regions where effects of the discrete lattice are important. We calculate the dynamic structure factor using exact diagonalization of finite length chains, obtaining excellent agreement with the experiments.