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Some more suggestions:
Add a toString() method to the Coord class that returns the row and col.
Then you can just use the variable for the Coord object in a println to show its values.

Three suggestions:
1)Define a final variable with the value 'O' and use that instead of hardcoding 'O' in all the places you are using it
2) Replace the test for a free square in the maze with a...

Cross posted at problem with a maze program - Java | DaniWeb

How is the logic supposed to work?
What are the meanings of the letters X and O?