Moons are a perfect place to set, well, anything, as Space: 1999 and the film Moon illustrate perfectly. They're lonely and dark, and with enough of a foothold in alien territory that you can believe there's something horrible lurking beneath the surface. Quick Fingers' Europa (opens in new tab) is a game with some promise then, as it's a first-person exploration/adventure title set on the eponymous Jupiter moon. Its creator has described it on Reddit (opens in new tab) as "Fallout 3 in space (but don't really think that or you might get disappointed when it's not 100 hours long)".
Mr Quick Fingers - also known as Tom Jackson - created a prototype version of Europa for the 7DFPS competition, where developers made (or aimed to make) first-person shooters in just seven days. Jackson's entry can be found here (opens in new tab) , though he's considering ditching the shooting entirely to focus on the full game's emerging adventure elements. Europe is shaping up to be "heavily story-focused", by the way, with a good old-fashioned handmade world backing that up. You can see some of that in the following video, which shows the first five minutes of an early build of the game.