Don't listen to him.
The undeground is a treacherous maze of claustrophobic tunnels, full of people rushing around, trampling over each other in their desperate attempt to get back to the surface. One false move and you'll find yourself going North West on the Metropolitan line heading towards the arse end of nowhere.
Some people go down to the underground and don't appear again for hours on end after getting themselves lost in the complex web of passageways.
True story.
You're probably better off staying at home.