Construction begins by choosing any block from the Engineer's inventory, and placing it anywhere in open space to create a new voxel grid. Once in-game, the player is given control of a single astronaut (referred to as a 'Space Engineer') and a set of tools comprising a drill, a welder, and a grinder (if spawn with tools is on). Many of these quotes are from notable scientists such as Isaac Newton, Galileo Galilei, Albert Einstein, as well as authors such as Arthur C.

The message may be either a helpful gameplay hint, or one of many quotations concerning space, science, and/or engineering. This screen consists of a random in-game screenshot as a backdrop, the game's logo, an animated loading icon, and a randomly selected message at the center. Upon confirming the world settings, a loading screen appears while the world is generated. This includes changing the speed with which several tools and machines will work, the size of the player's inventory, and whether procedural generation will be used (effectively making the world infinite). When creating or editing a world, several advanced options are available to change how the player will interact with the world, and how the worlds will appear. Gameplay of Space Engineers begins with the player selecting or joining a world with specific settings, such as the number of asteroids (an 'empty world' can also be picked) and the available starting equipment.

First-person view from the cockpit of a small ship

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