The first level of the megadungeon, which I'm mapping now, is The Labyrinth. As I mentioned yesterday, it's essentially just the first line of defense for the fortress that the dungeon used to be. It's mostly just an opportunity to get some practice with a very basic, very simple kind of dungeon design, with goblins and traps and not much over-arching theme to the place other than "it's dangerous." As I get more confident in dungeon-design, I may go back and retrofit a more interesting set of early levels onto the place.
It's a principle that I'm trying to extend to all aspects of this project: I want to give myself room to screw up. The place is semi-sentient, supernaturally empowered, and malevolent, so every so often it shifts itself around a bit, just to make life hard for any adventurers who have wandered into it recently. If I decide I don't like a section, I can ditch it, or shunt it off into a less important location.
I've been putting this off for over a year now, partly because I was worried about "getting it right." But "getting it right" doesn't matter. Getting it done does. Getting it played does. I can always change it later -- though I'll add that I'm not letting myself start over from scratch, at least until it gets a couple sessions of play time. If I start hitting the reset button every time I don't like something, it'll never get done.