As far as everyone knows, the Maze has always been there; the strange pair of gates set in the side of a mountain a common feature in every painting of the area, no matter how ancient. One white, one red, nobody knows what they're made of but they resist any attempt to damage them; they’re always slightly cool to the touch no matter the weather, they have a very reflective surface, and if you look at them in a bright light, sometimes it looks as if they glow on their own.
The important thing is what’s on the other side of them, of course. The Maze itself is a strange place where the normal rules are suspended, and its own set takes their place. It’s a place filled with puzzles and riddles, monsters and traps; it’s always consistent with itself in any single run but is never the same two times around, and sometimes you could swear it has a sadistic streak, delighting in tricking the unwary adventurer.
It is a dangerous place, as so many people will rush to tell you; most people who go in never come out, and even those who do usually end up scarred for life. They also bring out with them enormous piles of riches, which is why people keep going in anyway.