If you have a lot of hay bales, it is more fun to make a hay-bale maze than it is to put all the bales in the barn. A hay-bale maze is like the mazes that aristocratic Europeans cut in hedges in bygone centuries, only a lot simpler, easier to rearrange and with a country flair. Kids love mazes, and if you are using it for kids you will not need so many bales. If you are tall enough you can always find your way out of a kid-sized maze.
Determine a scale and draw the maze on paper before you start building. A typical hay bale is 1 1/2 feet wide and 4 feet long. You need to choose a scale that makes sense. For example, you might choose 1 cm per foot. On paper, your bales will be rectangles that are 1 1/2 cm wide and 4 cm long. You should use these rectangles to design your maze on paper before you move the first hay bale.
Draw your maze on the ground, full size, so it will be clear where the bales go. If you do not have the maze designed with blocks, there is little chance that the maze will come together as planned.
Build the maze, working from the side of the maze farthest from the hay bales toward where the hay bales are. This way, you will avoid running over part of the maze to finish building the rest. Be careful when bringing the first few bales to the maze that you do not erase the marks. It is sometimes hard to see where you are walking when carrying a bale of hay.