A moon colony
You can find many interesting structures scattered around the Moon that you can explore. Including but not limited to:
Moon Colonies[]
You can find a Moon Colony on the Moon that is populated with other people in spacesuits that will make trade with you. They are also one of the only sources of food on the entire Moon.
Dungeons []
You can find several Alien dungeons scattered around the moon. They generally consist of a medium sized structure with a large sprawling dungeon underneath. The dungeons are generally very dangerous. Filled with lava, parkour, puzzles, and monsters. It's worth the danger for all the goodies inside though.
An Alien Dungeon