Here's a screenshot of my 3D maze so far.

http://img4.imageshack.us/img4/2417/crazykzd.jpg

I get confused sometimes creating the wall in 3D. Do I need to draw the 3D first in a graph paper? Do graphics programmer do that?

By the way, I didn't apply any linear algebra here. I don't know how to apply it here in opengl. I hope someone will teach where to use it.