Apparently, one of the biggest problems a lunar colony will have to face (in addition to air and food and water and temperature and cosmic radiation and not enough personal space and getting there and getting back home) is lunar dust, which is so fine that it gets everywhere, is really clingy, and can muck up equipment. Lunar dust feels like soft snow, but at the same time abrasive. It also smells like spent gunpowder.
And as far as moons go, ours is huge. It’s bigger than Pluto, which means that we’re actually orbited by a dwarf planet. But it’s a greedy satellite, sucking up our rotational energy, so that in about 45 billion years, the Earth and the Moon will be tidally locked (the moon will be in the same spot in the sky always) and the Earth day will be about 45 hours long.