Ancient texts refer to things called "Stars" and "The Sun and Moon" which floated above in a special cavern called "The Sky" which was supposedly so large that the ceiling and walls couldn't be found or seen no matter how far one walked or climbed. That's nonsense, like "the surface", a myth. Fools have tunneled up and up and up for their whole lives and never found any of them.
Because they aren't there anymore.
Ages ago, the entire world was suddenly, instantly covered in stone, and stone, and stone, and stone, and stone a thousand times over. Stone without end. Raw stone, massive megastructures, whole worlds worth of mountain ranges and oceans and cities and caves that could swallow nations whole. All creation in an endless underground. The gods of the sky went mad and vanished at once. The gods of the dark inherited the world.
This is where we live now, in the endless beneath, searching for remnants of the old world and ways to survive our new world.