No worries
I definately think the players first passage through the outer wards is worth being a big focus of a game session. It's so weird and distinctive and atmospheric. Maybe even done in flashback if the players need to go straight into the action for their first game, or maybe they are sent to their first mission prior to their formal swearing-in because of its urgency etc.
Or perhaps the players have been passing through the labyrinthine clockwork with ease for some time.. till someday, perhaps with a new team member and/or npc in tow their way becomes a great trial in itself! Added to the struggle just to find their way as a group will be the tension of what is causing them the difficulty.. is the new team member not a true servent of the emperor? Or has one of the marines started to lose their faith in the emperors light? Is there something wrong with the accompanying inquisitor? Or is there something going on with the outer wards themselves and their mysterious purpose? Or could the emperor be guiding them astray for a purpose.. with them discovering some enemies of the watch who've been lost in the wards for centuries preparing to destroy some vital component of the wards themselves!