There are things that can be found underground that are not ores. These will be explained in this article.
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Stone
Stone is the most common thing you'll find underground! It looks like an ore block without any ores embedded into it. Drops Cobblestone when mined. It drops "clear" stone when mined with a Silk Touch pickaxe. Stone is also found in certain cases if Lava hits Water.
Dirt
While most commonly found on the surface, dirt lodes occasionally appear underground.
Gravel
Gravel is a block that can be used to make traps or Flint. If enough of this falls on your head, you'll have a hard time breathing.
Lava
Lava is an underground liquid resource useful for making traps and furnace fueling.
If you touch lava, you will catch fire and die if you don't jump into water or recover from your burns.
Water
Water pools are rarely found underground, while most often being found on the surface at layer 62.
Cobblestone
This is found while mining Stone, in Dungeons or when Water and Lava come together.
Mossy
If you hit a Cobblestone block with green moss on it, you've found a dungeon.
Obsidian
Found when Water and Lava come together.