For clarification, I mean megastructures established in space rather than being built on the ground.
Megastructures sound like a cool idea to me, and in-game you could take a lot of time building one for either research or exploration purposes. For reference, one of the largest known technologies in the Thrive Universe is the Rag’Kor Wormhole Relay system https://thrive.wikia.com/wiki/The_Rag’Kor_Relay_System.
One of my other ideas was a Dyson Sphere, which is a hypothetical megastructure that encompasses a star and takes in a large amount of the stars power. I don’t know how this would work in the game, but I might make some concepts for some that could be used.