The thing I find hardest...
...is remembering what areas and dungeons are inside other areas and dungeons - ie what leads to what. This is also tricky to annotate on a map in-game, unless you kind of have one map square designated solely as a kind of notebook.
Macha's Curse was actually not so tricky as some, but I do remember expansions where dungeons led off from dungeons in quite obscure sequences, and my memory is hopeless at recalling how and where I found a location.
If it was possible to include this in the quest text, eg "Lord Evil in the Darkest Dungeon (found in Black Castle in the Forest of Thieves)" it would be super helpful.
Though I suppose that might spoil the initial puzzle in finding him, if it's supposed to be a challenge to figure this out.