A maze is nothing more than an open loop. To get out of any maze place your right hand, or in the case of a platform maze your feet, on one wall and never take it off as you move through the maze. This is not the fastest way through a maze, but it will get you out.
In a game a maze will have obstacles that are intended to make you go a certain way. This may or may not be a good thing for the player. That is where they player has to make decisions based on what they have learned about you.
Never assume. A wall might be a wall, or it might actually be the only way out. How you handle the puzzle is part of the fun.