You will see a large tower, whilst on the moon. This is, if I remember correctly the Crystal Palace.

I cannot remember whether you are able to get there just by landing in front of it, but something tells me you need to go through the nearby series of caves to be able to access the building.

Once you are within the building, you'll learn a little bit more about the story, some of it may surprise you... and you'll know what to do from there.

Good Luck