@Arperum My guess is that your drill thingy would fall into the planet's core and be destroyed. And you'd make a really cool volcano in the process. At least, I think that's what would happen if it was Earth.
The planets are coded in some weird way that basically causes it to start lagging as you drill into it further and further
They explained in a presentation or something that while technically there should be gravitational changes as you get closer to the core, no-one would be able to get there because the RAM and CPU usage would be too much before you even get close
i.e. it saves the planet as a static object, then keeps a log of the changes and loads those on top of that
@JeffreyLin the planets are actually tiny, they're about 100 times smaller than the earth. If they actually modeled gravity properly, and assuming I can still do math and physics, your apparent weight at the surface of a planet in Space Engineers would be 1 microgram, if you weigh 220 pounds on earth.