In option one, the entire thing is a series of carefully-connected maps. It is clear which pieces connect to which other pieces. It is likely that the various small maps connect together into one massive map - or even that the thing is just one massive map. I find this a bit intimidating, both as a GM and as a player. At the far extreme, I've considered designing the entire dungeon as geomorphs. I find this too random for a true megadungeon. The middle ground, where I tend to end up, is loosely-connected adventuring areas. This was how I built my only published 'megadungeon' (kind of), the Vault of the Goblin for Saga of the Splintered Realm.
In that design, I kept the old-school idea of player agency in this way: when you go up the stairs or climb that dark shaft, you know you are going into an easier part of the dungeon - as you descend the stairs or rappel into the dank hole, you know things are likely to get harder.
This is linked to the idea of 'dungeon levels'. That the level of the dungeon is the level of the monsters seems like an intuitive way to go, but it's also quite limiting, and stinks of heavy-handed game design. This links to a larger philosophical concern - is this a dungeon complex in a rich fantasy world, or is it a scenario for a game? Yes and yes. However, 'realistic dungeon' does not necessarily equal 'fun game', and the opposite is true. How do you create a fun game dungeon that at least 'feels' like a real, authentic dungeon in a fully-realized fantasy world?
I am not sure, but I'm going to try.
My current thought is to try to thread the needle, and an image of Hogwarts helped me - when you go up those stairs in Hogwarts, you cannot be sure where they are going, because some of the stairs are always moving. It could be that there is a pattern, or it could be that the spider is always creating new threads between different parts of the web.
To try to find the middle ground of all of these various competing ideas, I'm going to go with a modular design (at least for now). Each module of the dungeon is designed as a 'stand alone' encounter area; its ecosystem, forces, and overall vibe. There might be a frozen encounter area (I'm sure there will be). This is an icy hall filled with icy stuff. It doesn't necessarily draw ice from elsewhere, and it may not have an impact on another level that is trangentially connected.
Each encounter area would have a handful of ways 'up', and a handful of ways 'down'. There would be no built-in lateral moves between sections: Beyond a locked door requiring a magical key might be a stairway, but it's not just going to be a hall to another area on the same level. Stairs level a level will be marked as stairs; whether they go up or down is entirely at the discretion of the GM.
The GM then decides, either in play or before the campaign starts - how and where these connections take place. This might be how the dungeon works in your campaign world, or it could be how Moridis has decided to structure this particular version of the dungeon for this particular group of characters. I would presume that once you have moved between sections (you descended from the lonely watchtower into the imp's abode), you would always go between those two areas with that set of stairs. Once the GM makes a decision on how two areas fit together, that's how they fit together.
The GM has more flexibility then. If the players really want to go deeper, but the GM knows that they are going to get destroyed, 'down' takes them into another comparable level, but still closer to more difficult challenges.
The GM also decides where the McGuffins go. For example, I have an idea of a pair of chests that acts as a magical teleportation system. A group could have a first mission to be to recover the two chests. They know that the first is in the hands of a group of kobolds (who don't know what it is), but the second was lost underground. They could recover the first, take it back to town, use it to 'enter' a deeper part of the dungeon (one of the delvings), and then either try to carry it out (continuing to look for passages 'up' to eventually get out), or just start exploring where they are, not sure where they are or how it connects, but knowing that they can head back to town at any time by jumping in the chest and emerging in the village. This is an instant campaign starter, and allows the GM to keep a lot of mystery about how this whole thing fits together.
That idea transfers to everything: you need a magic key, but the GM gets to decide where it is; you want to recover a holy sword, and the GM decides where it is currently locked up. Important items would be detailed and have a bit of lore, but where they ended up in the dungeon is up to the GM to place as desired. It wouldn't be out of character to Moridis to grab a staff of the archmage and move it to another location where those heroes might find it a little easier. She is curious to see what they do if they get it...
Here's my current thinking on this level of organization:
Tier 1: The Surface - These are designed to be entry points for level 1 groups or even solo players. These areas touch the surface (or are largely on the surface). These are filled with menials and some level 1 foes, with an occasional level 2 foe sprinkled in. They are generally easy to get into, easy to get out of, and contain at least one entrance into a lower tier. This could include a cave complex inhabited by goblins with a pool that leads into a deeper water, a ruined gatehouse with a floor grate that opens to reveal a way to descend, or a watchtower with a rusted porcullis in its small cellars, its stairs descending into darkness. These would probably follow five-room dungeon design philosophy, giving small, focused adventure possibilities, a way to take 'control' of an entry point, and some early adventuring success.
Tier 2: The Delvings. These are the levels within maybe 200' of the surface. These are filled with foes of menials to level 3 or 4. They contain connection points to other delvings, to deeper tiers, or to the surface. Each area is themed in some way, with 10-20 encounter areas. The GM could then connect these as needed; if the first delving area is 100' deep, the PCs could ascend to another delving or to the surface, or they could descend to another delving, the catacombs, or even the pits. The GM has latitude to determine how prepared the PCs are, and 'scale' encounter areas somewhat appropriately.
Tier 3: The Catacombs. These are levels as deep as 500' below the surface, filled with foes of levels 2-5. A party of really, really capable and well equipped level 2 characters could find some success here, but it is likely you will want to be level 3 or 4 to be regularly adventuring here.
Tier 4: The Pits. These are the deepest levels, hundreds if not thousands of feet below the surface. These are filled with foes of levels 4+, and contain portals into pocket realms of shadow and fiends. Ancient evils linger in the pits. A party below level 4 should have no chance of surviving this deep, and even a powerful solo character has little chance.
I don't think it would be wise (or particularly 'realistic') to connect a surface level directly into the pits; I would think at the very least you'd have to move through one encounter area at each tier to get to the bottom. A high-level group entering this for the first time on a mission to slay a shadow dragon dwelling in the pits might have a map with the fastest route there - but this still takes them from the Wailing Cave (surface) through the Forge of Godon (delving) into the Carotic Maze (Catacombs) and finally into the Pendular Pit.
By the way, each of those has to be a real encounter area. Each of those names already gave me some ideas! Last thought: I am going to go through the many maps I have drawn over the years (okay, decades) and use the best ones as inspiration. This is my 'one dungeon to rule them all', so I plan to take the best ideas of my last four decades of gaming and put them all in here. It is likely that some of the levels from the Vault of the Goblin will end up re-packaged and dropped into this dungeon. The map at the top of this post is a re-draw of one of my favorite maps, and one that appeared in the Vault of the Goblin. This will be one of the delvings.
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