Along with other pioneering titles like 3D Ant Attack (1984) and Saboteur II (1987), this was one of the first video games to have a playable female protagonist.
The player characters in the game are also known respectively as Thor (the Warrior), Questor (the Elf), Merlin (the Wizard) and Thyra (the Valkyrie).
Wait about 2-3 minutes without doing anything and all walls will turn into exits. It costs you health, but you can get past any difficult level this way.
On the ZX Spectrum, there was a cassette released "Gauntlet the Deeper Dungeons", which included a brand new set of level mazes.