Yes. An actual cave dug out on a hillside by the ocean. This is doable. In an isolated place where there aren’t people who will be fishing and jogging all over the place.
It shouldn’t be too big. It should also have a root cellar compartment builtin to the back of it to store food for long hauls. Lighting is handled with solar technology. Take your pick. Insulation shouldn’t be a problem in an actual cave. This could also be a hillside with brush rather than barren rock. Access depends on the terrain but it should not be easy to access.
You can furnish it with toys as you wish to your liking and lifestyle. For me, it’d just have a good air mattress. A good camping chair. Gas for cooking. A solar cooker and woodstove. Anything else I need can fit in a bag. Including a portable desalination and cartridges. Never used them but hear good things.
Now that’s a man cave. In there you can lose all your worries and cares, your sense of time, your mind, your soul (or find it), your life, body fat. Whatever you wanna lose.
It would be a kind of retreat. A free vacation. Isolation from the world can be a powerful thing. Rewarding and difficult.
I also read somewhere that we get our sense of adventure from danger and risk.
If I was rich I’d just build a basement maybe like colinfurze