What I am doing right now is pretending I have crash landed on a planet. First thing I do is pick a nice place to start then I want for the scene to fully load. The clouds always load last on atmospheric planets so wait a good while. If there is an atmosphere, get a windy youtube video (for example, this one is good for hot planets).
Now you look around, take in the surroundings. Imagine this is now your new home for goodness knows how long. Imagine what that is going to be like. Now get out your wing suit (or jet pack) and travel slowly across it. Look for a good camp site, take in the surroundings.
Eventually, change the time of day and imagine your first night on the planet.
It's not a hugely long experience, but it isn't supposed to be. Space engine has a near infinite number of planet/atmosphere/sky combinations for you to do this, and it's a great way to really get a feel of each world, really understand it, experience it, fathom its size and scale.
Maybe I am being childish, but it's doesn't take such a huge stretch of the imagination.
Let me know what you guys do to turn this into a "game" and to immerse yourself in the universe