First: how do you actually get out?
I'm guessing there's only one way, so what it is?
do you fall down something? open a door? climb out?
Suggestions if you don't know:
false wall, a specific series of thing you have to do (door to the left, hallway to the right, tunnel to right, ect.), a specific direction (like; always go East), find a specific object and it'll get you out...
If you do something like direction and object. You could have the direction as the wrong answer and the object as the right one. So everyone thinks all you have to do is go in the same direction when you really have to find an object that has to do/is related to that direction.
If you do the series of directions you could have people follow them, but not realize, when they come to the end there's a false wall. Everyone simply thinks they followed the directions to a dead end.
If you do the series of directions and the one direction. You could have the one direction, say...South. everyone thinks its simply go South, but it's really an acronym for...um...
S - straight
O - opening
U - up
T - tight
H - hallway
meaning: pass the first door/opening/hallway and go straight. Then go straight until you come to the next opening. Follow it until you go up (either stair or a rise). Once you go up the stairs you look for the next tight/small opening and go through it. After you come out of that you go to the next hallway and repeat all five steps until you're out.
Acronyms for North, East and West: N - nasty, O - opposite, R - right, T - tapestry, H - hallway, | E - end, A - all, S - straight, T - table | W - wide, E - easy, S - stairs, T - tight
I'll help come up with meanings if you like 
 
 Wow.... that was a bit more than I thought it would be 

 shutting-up sir! 
