The Maze is supposed to be really easy while the Trial is much too difficult to be played first.
I understand that some people don't like the Maze because it's really easy, but I'm actually quite fond of it. The Maze is a very rare quest where the heroes compete against each other in a friendly little race to the center. No, there aren't that many monsters, but that's because if most heroes stick to their own quadrant they won't get overrun. Surprisingly the first time I played the Maze with my girlfriend and her daughters, the Elf (my gf) and the Dwarf (17 year-old daughter) both died!
The Elf just had the terrible luck of drawing all the Wandering Monster cards. The Wizard was the first to escape, utilising Veil of Mist to get by the last orc. The Barbarian also managed to leave, but by the time the Dwarf found his way out of his quadrant the orcs from the other board were hunting him down.
It was actually a bit of a lesson that they are more valuable to each other. As the Elf had chosen Air spells, the Wizard was too preoccupied to use a healing spell. So when we played the Rescue of Sir Ragnar, they all worked together gloriously.
When I played it with my brother and cousins, they already had the idea of teamwork down. While the Barbarian was lost in the bottom left quadrant, the Wizard was first to find the stairs, using Pass Through Rock to get there, but instead of leaving he opted to help the Elf and Dwarf on the right side of the board with their orcs. Once all the monsters were clear they decided to search every room, the Elf decided to run out the stairway first and get the 100 gold.
I had them play The Trial 2nd, and I have to tell you, they couldn't have done it without the healing potions they found in the Maze. Unequipped heroes are unlikely to beat this quest, so I'd save it for for between quest 10 and 11, which I did with my gf's crew and I added several traps too.