The Moon is gray and spherical. It is heavily cratered due to its lack of atmosphere. Visible from the zoomed-out view of the Moon in "A Giant Problem" are other surface features of the Moon, such as darker areas called maria.
The Moon has been visited in two episodes of The Backyardigans: "Cops and Robots" and "A Giant Problem" from season two. It is also mentioned or shown from afar in numerous episodes.