The Moon is a simple ball of rock (like the Earth). It does not glow like a fire, lit from within. Why does it appear so bright to us?
The Sun is the source of almost all light in the solar system. It is a hot bright sphere, emitting light in all directions.
We experience daylight on Earth when we face the Sun, and nighttime when we face away from it (spinning to the back side once every 24 hours).
The Moon shines because it reflects the light of the Sun. It is bright on one side (facing the Sun) and dark on the other side (facing away from the Sun).