document.write produces HTML. Whitespace is condensed in HTML, so if you need a linebreak, you'll need to use a <br> element.
document.write("you are an explorer, entering a dragons cavern in hopes of treasure<br>");
document.write("be warned, the caverns are always changing<br>");
document.write("...<br>");
Also, you don't need to break the document.write string into multiple calls:
document.write('you are an explorer, entering a dragons cavern in hopes of treasure<br>be warned, the caverns are always changing<br>...');
Generally speaking, document.write should be discouraged because it will rewrite the entire page if called after the document is closed to writing. Typically these sorts of changes are done through DOM nodes:
document.body.innerHTML = 'you are an explorer, entering a dragons cavern in hopes of treasure<br>be warned, the caverns are always changing<br>...';
Alternatively, if you need to guarantee formatting of text, you could use a <pre> element (or CSS with white-space: pre). Preformatted text allows newlines and multiple spaces to be respected:
<pre>you are an explorer, entering a dragons cavern in hopes of treasure
be warned, the caverns are always changing
...</pre>
<br />? (If the document is XHTML.)<br>