From the introduction:
Mazes of Merphae is a game for four Players about things falling apart and the desperation and drama that grows out of such systemic failure. The "Maze" in the title represents the venue in which this doom will be played out, usually a stock Fantasy dungeon. "Merphae" is a Fantasy RPG-ized reference to Murphy's Law, which states that anything that can go wrong will.
Each Player will create a Character who is part of a doomed party of Fantasy Adventurers who are on their final crawl in the most cursed and dangerous dungeon in the realm. Only one of them will make it to the end of the Maze.
Don’t let the fact that your Character will most likely die a tragic death, perhaps early in the adventure, dissuade you from giving the game a shot. Dead men still tell tales and their Players still get to play.