Do you see a name if you move your mouse cursor over the imp? Can you get close enough to trigger a cutscene conversation, or did it trigger anyway when you entered far enough into the room?
There are 3 'secret' passages through one of the walls at the start of the maze level. Is the imp standing in one, or is he outside the normal play area?
NPC locations can be reset (see
Teleporting anywhere (via hex editor)), or it is possible to get through walls using a summoning doll (
armory trick in act 1).