There's a school of roleplay where the module introduces you to an interesting and rich world full of various characters and adventures and allows you to immerse yourself into it and play it however you want. This isn't it.
This game is a test. Gary Gygax has opted to challenge you, either as a GM or as a player, to see if you are "good enough" to run his module. The game is full of a sort of smug condescention that if there's ever anything wrong with this disasterous product--that he wants to make sure you know its your fault. It's hard to know how to take that. Especially given how abrasive, irritating and generally impossible the various adventures are.
Generally each begins with disorientation as you appear in an unfamiliar world. The people there generally want you to explain yourself immediately or else kill you on the spot (which, generally they can without even resorting to in game combat) or want you to do something for them--usually along the way insulting you or making you the butt of rude jokes. If you refuse, of course, you're stuck in that dimension or killed by something unavoidable. If you show offense and attack the quest giver, well they just kill you.
The quest usually involves a string of random encounters without a break, set up to make you look foolish for having chosen to do them--but the alternative is either being lost forever or death. You choose to enter the snow cave to avoid freezing to death in the arctic cold, do you? Well hah! The ice breaks away into the ocean and you all die! This one is real. I'm not kidding.
Either that or you have to solve a puzzle in a way that wouldn't work and that you'd never think of--or die fighting an impossible monster. For example you're trapped on a tiny island in a jungle fighting a Jaws sized mega-crocadile with a couple of dozen normal crocodiles inbound, arriving two per round until you're dead. The water all around is full of crocodiles, and if you enter it--well they just eat you. The answer? Well you have to run across the crocodiles' backs don't you see until you're safely ashore. Of course you do.
Another example is an ice cave with a sleeping ice dragon in it. If you explore too much you find super slick icy ramps that lead to hundred foot pits of death. Silly you. The trick here is to use illusion spells (provided by magic items hidden in the illusion of yucky dead guys) to lure the ice dragon into thinking the PCs are stealing its treasure--then they run down a long icy hallway and the flying dragon is going so fast it totally doesn't notice that it's about to crash into a wall and fall into boiling lava. Yes there's boiling lava in this ice cave. Of course its hard to discover the lava cave or the illusion items without accidently running into either the dragon or the ice ramp deathtrap. Oh well.
A lot of whether you live or die is based on choosing the right option out of a list of near identical options by sheer luck. Sometimes a badguy challenges you to mortal combat and if you do you're easily outmanuvered and just killed. Sometimes the same exact thing happens and if you try not to fight, you're called a coward and just killed. Many times the hostile creature threatening to eat you is the one ally you need and you have to grovel and pursuade it to help you while it laughs at how dumb you are. Others just eat you. There really is no way to tell--and if you try to wiggle out of it by not going where the GM tells you to every step of the way, well you either get trapped forever or all die a cheap unsatisfying death for being "unheroic".
The adventures themselves are a smattering of bland ideas. Some are stereotyped (and a little crass) versions of real world cultures: Mongol, Arabian, Native American, Chinese. A couple are prison breaks. A couple are just brawls where you're tossed in among hostile skeletons, cavemen, golems or whatever. A few are pure "roleplaying"--in the sense that you're confronted by gods or other unbeatable foes so fighting does no good, so you must talk your way out while they find excuses to kill you (or at least make fun of you and tell you how dumb you are.) A fair number are sieges where the only way the group you're supposed to protect will ever survive is for you to sneak past enemy lines and get help. There's a few that are just odd, where you're transformed into a random thing: acorns in one case, or lions, or wisps of cloud.
You make it through enough of that and the god who armbarred you into all of this in the first place wins. Congratulations.
So that's what Hall of Many Panes is about. It's fifty-one mini universes like this inside a big tower and all of them are just like I said. There's very little in terms of story, mostly godly politics leading to you getting forced by the god of pranks into rescuing a demigod who's locked in one of these panes. No real decisions to make, you just go through the panes and eventually you find him, your group gets wiped, or you throw up your hands in frustration and go home.