Depends on what you're going for. If it's an abandoned mine, find out why it was abandoned. If it was for anything other than economic reasons, leave it alone. Even then, if it's deep enough, the lower levels are flooded and there are any number of creatures down there. Mold and stuff would become an issue.
If you stick to upper levels, though, and plaster over the walls so dust doesn't get everywhere, you can make it work. Just make sure to reinforce the bracing for the ceilings, and have an adequate chimney/ventilation for a stove and all your other stuff.
If you already have access to the mine as part of a will from your parents or something, that would be best. Otherwise…it's going to be a project.