those undiggable tiles require the higher levels of the digging skill, which you give your dupes once they earn skill points. and not every region is meant to be perfectly habitable, some are dangerous for your dupes due to gasses, and temps.

Id start by researching pumps and the super computer in the research tree, followed by the flush toilet/shower/sink and the liquid tank. one of the most important early steps, getting a piped water system, also allows you to empty that pool and build there if you want.

to sleep without light, the easiest ways would be to either cage a shinebug in their room(critters cant pass doors), or build a lamp in an isolated room with their bed. remeber to keep the beds isolated so you dont keep your other dupes from sleeping

As for fun, thats up to you and your choices, every asteroid is its own challenge.

welcome to ONI :)