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There are several questions I have regarding this mode of movement.
If you have a natural burrow speed can you breathe while burrowing?
What materials can burrow move through? Mud, clay, hard packed earth, rocky dirt? I'm fairly certain stone is excluded, though.
Is there a such thing as difficult terrain when burrowing?
Can you stealth while burrowing?
Can you leave a tunnel?
Does tremorsense allow you to sense immobile things, such as buried boulders?
Does blindsight work under the ground?
Are you always aware of which direction is up?
How do you tell which direction you are moving?
Unfortunately the answer to most of them is "it varies, you have to look up the specific burrow power, and most of the time it isn't defined and the GM needs to decide, so expect vast table variation." :-(
For the last two, gravity affects you normally, so yes; and the same way you would in a cave---a compass, magic, or a good sense of direction.
Maybe someone else can be more helpful....
For some bizzare reason, Pathfinder left out the 3.5 rules for burrowing. There's a copy of the 3.5 rules here, but those aren't "official" for Pathfinder.
