Platinum Ore

A world generates this or the gold version, never both, and you do not get a say. The platinum equipment comes out slightly ahead of its gold equivalent across the board, which is a small enough edge that it changes nothing about how you play, though it does make a platinum world a marginally kinder start.

The same depths as any other early ore, with the same two shortcuts. Floating islands often have it exposed near the chest, and slimes will occasionally hand you a piece before you have gone underground at all. Hold some back for Spelunker Potions rather than smelting the whole pile, because once those are brewing you stop hunting for ore and start walking to it.

The crossover seed where the dark hurts you does not generate any of it. Those worlds get gold instead, so if you specifically want the platinum set, that is not the world to look in.