Blast out some massive caves with a nuclear weapon or two, that could be used for indirect sunlight, and go to the limbs where dark and sunlight meet... I personally believe in a hundred years or so, we could actually developed some type of atmosphere, or go way underground...See what's there.
If the moon is product of ejected material from a massive impact of an object into the earth, then it would be quite interesting to go down several hundred feet or a few miles to see what that's all about.
Gravity on the moon is way to low to hold an atmosphere, but underground or domes seems the way to go for holding atmosphere where this bacteria water and sunlight could go to work breaking down minerals and building up cyanobacteria that could be fed to something else that could be harvested for food or energy.