Me agan LOL. I'm just starting Arena and am curious. I'm in a dungeon that seems like it goes on forever. If I'm not careful could I get to the point that it's impossible to exit a dungeon if it really is that huge?

If you're talking about the very first dungeon of Arena - that's not really big. The exit is roughly north-east of the cell you're starting at, and if you know the way and you have defeated the rats and goblins in between, you could get there within one or two minutes real time. And why should it be impossible to leave it, no matter how big it is?
If you're looking for really huge dungeons, try Daggerfall.