I don't see it talked about much, but I think there's an important stepping stone first: gas giant atmospheres. Braben
talked about this back in 2013, and the reasons it's an interesting next step are:
1. It'd be visually incredible.
2. It'd let them figure out all the atmospheric physics before having to face challenges like widespread vegetation and human population.
3. Like asteroid belts, it allows for ship combat with a twist – inclement winds, turbulence, moving regions of poorer visibility and perhaps even lightning strikes.
4. If you then get around to adding some floating extremophile life (relatively simple compared to other forms of wildlife), you can 'tick off' this whole type of environment as being feature complete quite quickly. Again, err, relative to the huge challenges posed by living rocky worlds.