1. As you approach the ground, slow down; lower your landing gear; pick your spot and slow to a stop over it; bring your nose up to the horizon and roll to level. Then "strafe" down until your ship's voice says "landing complete". Shut off the engine to let gravity hold you on the ground. It takes practice but it's not hard.

2. Yela has very little atmosphere, but you sometimes see "snow" falling there.

3. You may be missing something. The in-game star map does have the names of the planets on it. The website star map has even more information. https://robertsspaceindustries.com/starmap

Currently landable:

Cellin - moon of Crusader, noted for volcanic activity. Air pressure is 0.0. What air there is is mostly nitrogen with some sulfur dioxide.

Yela - ice ball moon of Crusader with a ring of asteroids and dust. Air pressure is 0.1 to 0.2 and consists of oxygen (but that pressure is too low to breathe)

Daymar - moon of Crusader noted for canyons. Air pressure is 1.0 (same as Earth) and consists of nitrogen and methane with a trace of hydrogen. Sandstorms are common here and there is some plant-like life.

Delamar - large asteroid which really belongs in Nyx - a different star system - but has been moved to Stanton for testing purposes in 3.x. It's possible to land at it's only city, Levski without ever going outside and consequently, I'm not sure of its atmosphere, but it's pretty close to vacuum.

You can go all around Crusader - a small ice giant - but can't land there yet. Eventually it will be landable and Crusader Industries has a floating city-sized platform there where they build the Starliner and possibly other space ships.

Also on the in-game star map, you can see Hurston, ArcCorp, and Microtech if you zoom out far enough. You cannot reach these yet.
The ARK: Star Citizen Starmap
ARK Starmap | Roberts Space Industries
Explore the Star Citizen universe in this 3D in-browser environment.(1 MB)

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Info over planet landings en waar je nu in 3.0 kan landen