You go in through the entrance knowing what you have to do: get to the end. Complete the maze. The final product seems to be obvious. Dur.
It's actually getting there that's the bitch. Because when you're writing you can't actually see the maze from above like this. You get glimpses of the whole thing, of course, and you know enough to know that the exit is in one direction and not another. But generally speaking you can't see more than a couple turns ahead.
Then you realize, like that damned Windows 95 screen saver, that you're going down a dead end, so you have to turn around and backtrack until you find the spot where you made the wrong turn.
It's the backtracking that drives me crazy. And the persistant fear, as I'm writing, that I'm going to run smack into a wall. That, or one of those floaty silver things that turn everything upside down.