Number one rule of Minecraft. Doing so makes you fall in lava or often, falling into a cavern where you lose all of your stuff. Digging straight up does the same thing but with similar cases. Doing this also makes you get stuck in the hole you've dug in.
Susumu: Mr. Izumi, have you seen Konata anywhere!?
Soujirou: I'm sorry Susumu, but Konata has died. I've told her numerous times to never dig straight down.
Susumu: Awwww, now I can't go to prom with her!
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