The metaphor of Moridis being a spider and the dungeon being her web is sticking with me, and it's helping me to provide the place with an overriding philosophy.
I think the tendency with a megadungeon (or my tendency at least) is to see it as 1) a stronghold where a powerful creature is holed up (hence it would be designed by nature to be defensive and resist intrusion); 2) a prison where something is trapped (and therefore is actively trying to get out of); 3) a warehouse where something has put its cool stuff.
These all provide context for the dungeon, but also some inherent problems with why things are the way they are. None of these provide a good reason for questions like why puzzles? Why tricks? Why strange statues and magical pools? What purpose do these have in a prison? Some might be defensive, but others seem horribly inefficient as a means of defense. If this is a storage facility, then building a maze in the middle seems kind of dumb.
Insanity seems to be the default answer. Oh, the gnome inventor went insane, so now the dungeon is filled with his strange creations. Okay, that kind of works. But, it doesn't give him a purpose. It's still random. Insanity is (sorry) a rather lazy way to explain randomness. 'It's random because of crazy people.' There. Now I have an excuse to include lots of random stuff.
But for Moridis, the purpose is to play with her food before eating it. She doesn't want to get out, because she built this for the purpose of luring stuff in and bringing it to her. She wants adventurers to come exploring. In short, she's a game master.
And, like a game master, she needs to fill it with treasure so that people keep showing up. "I have a deadly pit filled with things that can kill you" is not very attractive, but add some gold and magic to the mix, and suddenly you'e got idiots lining up to get in. She's got lots of cool stuff. Furthermore, she gets excited when a powerful hero brings a new item in that she hasn't seen before - she's going to get to eat that paladin and keep his holy sword! Or, she can turn him into an undead death lord, and force him to spend eternity in torment at his failure. Fun. Then, she can use the sword (and its legend) to draw in even more people.
And, like the casino, she needs people to win sometimes. If nobody leaves with money, then people figure things out quick. The casino only stays in business if people think they have a chance to win big. The bugs stop flying by if that light isn't shining. So, she allows some adventurers to successfully delve her depths, grabbing a few things and collecting some coins, so they can go out and show off to the rest of the world, and more people will pick up a ten foot pole and walk through the front door.
It's also possible that, in some cases, fate (or other gods) have told her to keep her hands off certain visitors. She can't openly defy the fates, so if a mortal has some larger purpose and just happens to swing by her dungeon, well, she can afford to lose some gold and those monsters can always be replaced. The sooner that mortal who has been chosen by fate moves on, the better.
Furthermore, I think that she's really, really persuasive. I like the idea that she is a shadow that whispers. For one of the first enounter areas, I think that there's a goblin leader who has gone over the deep end with his devotion to her; she keeps whispering in his ear, and he keeps doing everything he can to please her. He's got a small garrison of goblins, has captured a tree growing through the stone that has a dryad inside, and he keeps drinking the magical sap and it's doing all sorts of nonsense to him. She just keeps whispering and whispering and whispering.
One other real gaming benefit her in terms of world building. Moridis doesn't have some larger plans. She's not seeking world domination. She's not pulling the strings in far away places. The High Marshal is building an army to conquer large chunks of land. The last thing he wants to do is waste valuable resources with a massive military campaign on her vaults, when it could easily cost far more than he gains. She poses no threat to his aims. She poses no threat to anyone, really, so nobody has a reason to mount a significant campaign against her personally. However, the High Marshal could hear rumor of an item that could increase his power or give him particular influence, and hiring a group of mercenaries to scur her dungeons for that item is not beyond the pale. There are lots of different reasons why lots of different people could be here, and there are lots of strange ways to get in and out.
If the spider web is far enough out of my way, I tend to just let it be. Why knock down a spider web when it's not making any problems for me?
When a bug is stuck in a web, the spider doesn't have to rush over and poison it. The spider can sit there and watch the bug exhaust itself trying to break free from the web, which is a fruitless endeavor, and then casually saunter over and deliver the fatal bite when that spider is good and ready.
Moridis has lots of time. And she likes watching the bugs struggle.
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