After a couple of hours of exploring a planet, I came across a cave and decided to go spelunking. A little while later, I had realized I had lost my way and spent a good hour trying to find an exit.

If I decide to wander through another cave, is there a way I can tell where an exit is located so that I don't spend another hour looking for the exit?

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    I can't help you to escape if you are lost, but I can help you avoid getting lost in the future. When you enter a cave, always keep the wall on your right-hand side to your right-hand side. Imagine you were touching it; never stop "touching" it. Remember where it is at all costs. Do this and you can go a thousand miles underground and find your way back simply by turning around and keeping the wall to your left-hand side. This is called the right-hand rule. If you follow it, you will always be able to escape. (Invaluable in Minecraft or any other dungeon-crawler, too!) – nasukkin Aug 15 '16 at 23:21

I fell into the same trap and literally gave up. The easiest way to get out is to simply reload your save. The Waypoints and your ship are save points. If you choose one of them from the pause menu you will be transported out of the cave (and back in time). I don't go in caves anymore.

You might also be able to grenade your way out but I have had mixed results with what terrain actually blows up and how many grenades you would need because you have no way of knowing how deep you are.

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    Using the grenades seem the be the quickest way, despite the fact of the terrain. I guess I will be more careful – Wondercricket Aug 15 '16 at 18:02

I've gotten lost in caves so frequently that I have stopped trying to find the "actual" exit. Instead I just point towards my ship on the compass and tunnel out with grenades. There's almost always Pu (or at least C) in cave systems (unless you yourself have created the cave system :), so you shouldn't run out of grenade fuel.

As an aside I must say that I find the grenade-tunneling to be the most enjoyable aspect of the game. (It reminds me of the Tok'ra tunnels from Stargate.) Nothing beats claustrophobia like the ability to destroy one's immediate surroundings!

Pro Tip: Equip the grenade radius upgrades and all the JetPack upgrades you can.

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    I've found that when the ceiling and the floor taper together into a very acute angle, it's usually because you're close to the surface (and thus you won't need as many grenades). – Dan Henderson Aug 23 '16 at 18:02

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