I wasn't exactly sure where to put this, since it could just as easily appear later in the series after I've discussed alien civilizations and technologies. But this feels like the right place.
Until now we've talked about planets and moons which form naturally, the result of random planetesimals and interplanetary dust accreting and colliding. But there's another way to get a world: build it. Literally.
So far, humanity has only tried this a few times, with very tiny "worlds" — the American, Russian, Chinese, and International space stations. The largest is the ISS, which weighs in at about 400 tons. It can support a population of up to ten humans. But it's not self-sufficient and relies on regular supply launches from Earth. (Of course it's worth noting that there are entire countries on Earth which also rely on imported food and supplies, so maybe that's not an issue.)
Okay, stop now and go read Larry Niven's essay on space habitats and megastructures, called "Bigger Than Worlds." He covers a lot of the designs and concepts I'm going to list here. Or look at Isaac Arthur's YouTube video series on Megastructures (which can be found here: https://www.youtube.com/playlist?list=PLIIOUpOge0LtW77TNvgrWWu5OC3EOwqxQ).
At the small end are space stations and asteroid bases, with populations in the tens or maybe low hundreds. Size is less than one kilometer in the largest dimension. These are too small to generate artificial gravity, so the inhabitants must use medical means to overcome the health problems of microgravity. (Given that the big problem with zero-gee is bone degeneration, and that's also a problem of old age, I'm actually pretty confident someone will come up with a pharmaceutical fix in the near to medium future.)
Above a kilometer in size you can start building rotating wheel-shaped stations, which can provide artificial gravity and support populations in the thousands. These are the first really viable self-sustaining artificial worlds, especially if they're anchored to a comet or asteroid to furnish raw materials.
A rotating wheel can grow in two possible directions. You can make the radius larger, and you can thicken the tire of the wheel until it's more like a cylinder. One famous design is the O'Neill colony, or "Island Three": a pair of cylinders 8 kilometers wide and 30 kilometers long, counter-rotating for stability. These would by flying city-states with hundreds of thousands of inhabitants (comparable to some Caribbean island nations).
The maximum radius for a rotating habitat is limited by the tensile strength of your building materials. The strongest stuff we know of right now is carbon nanotubes, which could support a structure up to about 1000 kilometers in radius. This is generally called a McKendree Cylinder after the engineer who dreamed it up.
Depending on its length, the area would be equivalent to a large country or small continent. The population of such a megastructure depends on how they get their food. Conventional farming might sustain up to a billion people in a big space hab; high-output farming via hydroponics or other high-tech means could increase that by a factor of ten. And if you can "print" food at the molecular level — and you'll need that technology to manufacture continent-sized batches of carbon nanotubes to build the thing — then the population is limited only by how much crowding the inhabitants can stand.
Imagine a cylinder in space, two thousand kilometers across and perhaps six thousand in length, with the population density of Miami or Philadelphia — an artificial super-city of 150 billion people! If you want to add even more, remember that the whole inner section of the cylinder is available: you can have a smaller Mars-gravity cylinder inside the big Earth-gravity one, with another 50 billion or so inhabitants.
In my "Billion Worlds" future I have the giant space habitat Juren, which is somewhat bigger, about twice the radius of a McKendree Cylinder — a tube big enough to swallow Mars. It's at Jupiter's L1 point, a very important commercial nexus in that setting. Juren boasts a trillion inhabitants, as I gave it very high-density arcology-type cities all across its vast interior.
But you can go bigger still. Niven mentions the "topopolis," which is basically an O'Neill cylinder stretched out around the entire length of the Earth's orbit around the Sun. A civilization could build smaller ones in synchronous orbit around Earth or Mars, linked to the surface via space elevators. The distinction between a topopolis and a long chain of O'Neill cylinders gets a bit academic.
And if you can get your hands on some imaginary materials with super-strong properties, then you can build rotating rings as large as Ian Banks's "Orbitals" — giant ring habitats about as big as the Moon's orbit, turning once per day to create one-gee gravity on the interior. Not as vast as Niven's Ringworld, but pretty damned big. You could fit a trillion people with plenty of room for wilderness areas. These would best be located in Solar orbit rather than in the rather crowded space around a planet.
If you don't mind minimal gravity, there's also the "gravity sphere" habitat. This is basically a big balloon full of air, but instead of relying on the tensile strength of the balloon material to keep the gas in, you just pile rocks on the outside, so that their weight counteracts the air pressure. Figuring the air pressure gradient of a self-gravitating mass of air inside a huge sphere is beyond my skill as a mathematician, but I can work out that a large ice asteroid's mass converted to the density of air at Earth sea level pressure would fill a sphere about the size of the Moon. Inside that giant bubble you could have literal flying cities, thousands of small rotating ring habitats, spherical lakes of water held together by surface tension, and a population in the billions.
One can construct similar megastructures filled with water, home to aquatic species — ocean-dwelling aliens, "uplifted" cephalopods or cetaceans, or genetically-engineered merpeople.
The great thing about all these artificial worlds is that, since they are designed and built, they are by definition habitable, at least by the standards of whoever built them. If they're beyond the Goldilocks Zone they can be fitted with extra-large solar collectors and fusion powerplants to compensate. If they're in the inner system they can have sunshades and radiators.
Keen-eyed readers will note I've left two famous megastructures off this list: Niven's Ringworld and the Dyson Sphere.
With all respect to Mr. Niven, I just can't make myself believe a Ringworld would ever be possible. It requires incredibly strong materials, far stronger than anything we can imagine creating, in staggering quantities. For now I'm sticking to what's known to be possible, so the Ringworld is out.
The Dyson Sphere is quite possible, but only if you actually build what Freeman Dyson meant when he described it: a swarm of structures surrounding a star and capturing all of its energy output. Not a single giant rigid sphere but a "shell" in the sense astronomers use when they talk about matter surrounding a star. My "Billion Worlds" stories take place in a future when the Solar System is indeed a Dyson Sphere — but one made up of a billion (give or take a few million) separate structures. To build a Dyson Sphere you just have to make a whole lot of space stations, O'Neill cylinders, or power satellites.
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