I like the moon, and moons, as a feature of RPG adventures and settings. A while ago, I wrote that:
The moon has played an exceptionally important role in the development of the human imagination. The sun gives life; we know this intuitively, and we have long worshipped it as a result. But the moon is different. It stands there in the heavens and seems to suggest to us that our world, the human world, and the sun that gives it warmth and light, are not all that exists in creation. It calls for an explanation. It seems to have its own, cold and pale, source of light. It presents us with mysteries, at times concealing its face and at times revealing it, and sometimes looming larger or even changing its colour. Looking at it carefully, one can discern features on it, which to some cultures resembles a face, to others a rabbit, to others a woman carrying sticks. It is trite to call it 'otherworldly', but that is how even the ancients seem to have thought of it. Is it possible to imagine that human beings would have come up with science fiction if the moon did not exist?
To the hardened SF enthusiast, the moon is old hat; we have even been there. But in a fantasy, or apocalyptic, or 'dying earth' setting, the moon can be anything. Anything can live there; any rules of physics can apply; its pale white surface could conceal any kind of structure or environment one would wish...
I think the image I had in mind here, as is generally the case when I (or anybody else) envisages the moon, was of the moon at night. But of course, the moon is just as often visible during the day, appearing faint and almost translucent in the blue of the sky.
This calls to mind an altogether different image of life there. Whereas the night-time moon looks bright, cold, and full of magic and puissance, the day-time moon looks somehow both elegant and haunted - lighter (in the sense of lack of mass) and less substantive, more cloud-like than rocky.
In a book of children's poems by Shirley Hughes she describes the moon as 'pale as a ghost in the afternoon', and this conjures in the mind - or, at least, in my mind - an idea of the moon as a ghost itself. Once there was an actual moon, but it has been destroyed, perhaps by the Gods or by powerful magic. And now only its ghost remains.
This seems like it should be part of a fantasy setting, but I can't think of one - I have some vague recollections of vanished moons being an aspect of Eberron, but that's not quite the same thing. Perhaps this is a genuinely novel idea, and I am immediately struck by various thoughts:
- Perhaps the ghost-moon is imbued with a consciousness, and somehow communicates with people on the world below, or even functions for a particular specialist class of priests or magic-users as a means of scrying or soothsaying (or as a medium with the dead), who offer 'gifts' of some kind in return for its aid.
- Peharps the ghost-moon is where the dead go when they are dead, and people from the world can go there to try to find lost loves ones.
- Perhaps the ghost-moon was densely populated and when it was destroyed all of its inhabitants became undead. Perhaps these undead visit the world from the ghost-moon to haunt it.
- Perhaps the ghost-moon was once a palace, and it is now possible to go there and bring back ethereal treasures or magicks from the dead civilisation that it was once home to.

If you're not worldbuilding by fucking up your moon, what are you doing?
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