The Moon is the only outerspace planet/moon object that you can visit, but not for long. The Moon's gravity is 18% of the normal Overworld's gravity levels, and it is inhabitable mostly due to the lack of oxygen. The only way you can go to the moon is by Spaceship.
When on the moon, you must bring a Parachute, an Oxygen Mask, Oxygen Gear, and atleast 1 tank of air (light, medium, heavy.) To create oxygen on the moon, you must put an Oxygen Distributor near leaves, and power it (possibly by battery or Coal Generator.) Once powered and collecting oxygen, you must connect it to an Oxygen Distributor by way of Oxygen Pipes. When done, the Oxygen Distributor will create a small sphere of oxygen that will keep increasing until it has reached the limit of 15 blocks in width. This will create oxygen on the moon, in which you can remove all of your oxygen equipment while inside of the bubble.
The only peaceful entity that lives on the moon is the Alien Villager. Unlike normal villagers, they cannot trade, and only walk around in their Space Villages.
Much like an entity on the moon, items will also take impact of the 18% gravity levels, but not hand-held projectiles (Snowballs, Enderpearls.)
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