To get fancy about
this,
Most human cultures have had specific names for the sun, the moon and the planets.
For example, the Romans had a goddess of the moon, Luna, in their hierarchy of gods and goddesses. The ancient Greeks did too, calling her Selene.
Our own name, "moon" (usually uncapitalized), comes down to us from Old English and Proto-German, and is originally from the Indo-European word "menses" meaning "month." For more details on why the moon's name is "moon," have a look at:
www.todayifoundout.com/index.php/2015/04/doesnt-moon-cool-name-like-moons-solar-system/(I know, I know, more information than most of us really want to know).