Caves provide safe travel on extreme worlds.you just need to grenade the odd tunnel to stay on course and eventually grenade up to get back to the surface. Navigate by the waypoint icons above you.

No Man Sky was marketed to the wrong audience, It does not suit people used to scripted mmo's and prepackaged content. It does not suit the self proclaimed "cool" MMO crowd, it is more suited if anything to someone that enjoys the Simms.