A moon is a natural satellite of a planet.
(A satellite is an object orbiting a planet,
and can either be natural, like the Moon,
or artificial, like HST.)
More specifically,
the Earth's natural satellite is known as the Moon:
Current theory on the formation of the Moon favors the
giant-impact hypothesis, that the Moon coalesced from
orbiting debris from an impact between Earth and a
Mars-sized planet, very early in solar system history.
Characteristics of lunar material show a
striking similarity to that of Earth in abundances and
radioactivity, as compared to other planets such as Mars.
This supports the giant impact hypothesis, yet it is
too much like Earth, providing no evidence of different
material from the presumed impacting planet.
The moon is equivalent to a rocky planet within the Sun's
habitable zone but that hasn't led to its habitability. It
essentially lacks water though some exists as ice in shadows and
Moon surface material may contain a very small amount.
The Moon is thought to have a relatively small iron core
and does not have the type of magnetic field
that suggests a current dynamo and it is thought the Moon
is internally solid (unlike Earth).
The Moon's extant magnetic rocks might reveal its early thermal
history, from before it cooled.
Tidal locking keeps the Moon's same face toward the Earth,
and it rotates roughly perpendicular to the ecliptic,
so valleys at its poles have shadows that never receive light
from the Sun.
Places cold enough to keep water ice frozen are called
Lunar cold traps.
No moons are known for Mercury or Venus,
but moons have been found for more than 400 minor planets
(minor planet moons), e.g., minor planet Orcus.
Currently, moons are being discovered every year around the
outer planets and minor planets.