Terraria don't dig up part 1

hey off world or find some self waking up and not on the surface but in the underworld. with only one way to go and that is up can he make his way out? I was inspired by the anime Arifureta and thought that a similar scenario can be done in Terraria. didn't finish anime but the beginning premise was a good idea. so I'm starting a new character with a gun at the bottom I'm making my way up.