Sketch an outline of the dungeon, but don't map individual rooms. The classic versions are either a cross-section of levels like you see in the basic rulebooks of the various early versions of D&D, or something like the D1-2 drow/kuo-toa realms map with tunnels connecting different areas that are effectively levels. The idea is to get an overview of what's where, and how they connect.
Normally you'd have to detail (room to room) the major entrances/exits because that's how everyone gets in/out, but if you're starting inside the dungeon and they don't know about the outside world, you only need to detail the area where the gobs start. Then as they explore, add more detail in whatever direction they're heading. Steal from published maps, free stuff on the internet like some of Dyson's or the Mines or Khunmar, and so on. Geomorphs are a good option, allowing random creation of an infinite variety of rooms.
You don't even need to sketch out the whole dungeon at the start, you really only need an idea of what can be found in the various directions the party might head; at some point, it's okay to just fade out and say beyond this point lies beholders. The whole point of doing a sketch of the surrounding areas is to provide some context and direction, so you know in general what's the next level up, what's the next level down, and major features. That way you can drop hints and rumors, build up legends, give directions to key features, and so on. That makes it easy to remain consistent as you develop the dungeon further, without having to plan too much ahead.