The Moon Warden is, as his name suggests, the warden of the moon. He lives in a small wooden house on the side of the Moon facing Timber Hearth and basically runs a rest stop for space travellers. He seems to have cobbled together a radio that picks up the music broadcasted by the other travellers.
If you find yourself on the Moon, try going to the warden's house where your oxygen will be replenished and have a chat with him. He will give you small pieces of advice about things to do, will share his thoughts about the celestial body he is the warden of and will share a secret of his with you (He will admit that he shoots probes down to the village when he is bored).