Will there be caves on planets?

I've been asked about caves so many times. Well, I could put it this way. I have seen giant holes in our planets. I could go out there right now and see them working on a planet that has a giant, giant man-made hole in it. And if that hole was just turned to the side, I guess technically it could be a cave, right? Within the history and the lore and the makeup of everything, is there a reason why certain planets would have caves? I think if we think it through, you would go, well, okay, so caves could actually be logical. So I think technically we absolutely would have the ability to do them, but I can't tell you Moon X49 is going to be cave-ridden, right?