A maze is a puzzle with twists and turns, where you try to find a path from the entrance to the exit without hitting dead ends. You can walk through a maze, or let your pencil do the walking.
The goal of a maze is to get through it, which means going the wrong way, retracing your steps, and choosing different paths. There are mazes that you walk through, and mazes on paper where you draw a line to the end. You can also use maze for any complicated system, like the maze of hallways and staircases in an enormous new school. Originally, maze meant "delusion or bewilderment," which captures what it's like to be inside one.