I kinda know how DFS works, but I have

[sinful ridge]

So the maze is composed of grids. We start from an initial grid (In my case, the top left) and we randomly choose a possible path (up, down, left, right) and we keep doing this. If there is no possible path we start backtarcking (Tracing to previous position). By doing this we can create a maze. The maze generation is likened to that of a DFS based movement in a graph.