Yeah, Don't Dig Up World is crazy. I'm suiciding over and over to make some progress over the surface, but the monster spawns are insanely high, like you're under the effects of a battle potion and Water Candle at all times. If you're standing still for a moment, you're already dead because two dozen mobs just spawned on both sides of the screen and are rushing you down in an instant. They do drop a lot of money, and occasionally some good food items as well, if you can perch yourself up somewhere safe and chuck grenades at them.
The surface is also pitch black night at all times. You need to be frantically putting down torches, throwing glowsticks, firing flares, have a personal source of light (like a miner's helmet, or a Magiluminescence), just to be able to see all the monsters that are flooding in ontop of you. Despite all this though, I still managed to make a rope going straight up, and using the low gravity I could go great distances to the left and right and find some floating islands. GOOD NEWS: there doesn't seem to be dragons that spawn when you go too high up (I might be misremembering if those are pre-hardmode or not), but BAD NEWS: the increased spawn rate applies to harpies as well, and finding a floating island also means you've found an inexhaustible army of harpies that will never let you leave alive. It's funny though, that the most serious danger isn't from the damage they deal, but that the knockback plus the low gravity means they can bump you up past the Event Horizon death plane at the top of the map. Suiciding a couple times to find these islands however have given me my Starfury, a balloon (which is hilariously good at killing me in the low grav environment), and chicken nuggets from the harpies.
After trying the surface a couple more times, I decided against it and decided to try my luck against the Underworld, because I just could not find the Jungle to save my life. A potion of water walking later, I finally found the Jungle, and put down my first teleport stone. I feel that some excellent progress was made today.