Sandbox Mode is the game mode in which players begin their world. Prior to starting a new game, the player has the option to customize their world and may set things such as the frequency of Hound attacks or the occurrence of seasons. When a new randomly-generated world is started, the player is told by Maxwell to find some food before night comes.
In order to enter Adventure Mode, the player must find Maxwell's Door, which is located somewhere in the world, though usually quite far from where the player first spawned.