The creative mode has a larger surface area than the Dig Deep mode, but only goes down to around 230 depth. Dig Deep mode is the RPG of the game. In Dig Deep, you will start out with 1,000 Gold, a wooden pickaxe, and 2 Obsidian blocks (teleporters). You will spawn by a large granite slab with the 2 shop blocks of the game, the Block Shop and the Item Shop, which you can pick up with you and carry down to a depth of 200. It is recommended that you stock up on wooden pick axes before you do anything.
The objective of Dig Deep is to find all the blueprints, which tell you how to build items such as better pickaxes, etc. You should first scavenge the surface to find all the neccessary blueprints before you start to dig down in search of other, more advanced, blueprints. Once you find all the neccessary blueprints and have stocked up on plenty of resources, you can start your way down either by traveling through one of the 3 natural surface cave systems, or by building your own mineshaft going straight downwards.
The Dig Deep mode allows you to go to an astounding 2,014 Depth below the surface, which you will have to dig to if you wish to find all 40 blueprints! During your journey to the bottom, you will, at some point, come across many large caverns, some (or most) of which will contain giant spiders, which are about three times the size of your miner and can reportedly jump up to 4 or 5 stories high, as well as release blood-curdling shrieks. This mob will leave some people avoiding them at all costs, and others merely 'annoyed' by their presence. Also to be aware of in the game is the cave-ins that occur in structurely unsound caverns and tunnels.
To avoid cave-ins, you can place player-made objects above you, which will prevent cave-ins overall, as they can't affect player-made objects. Good luck, miner! And here's hoping that this game will survive when Minecraft for Xbox comes out!