This is probably utterly ridiculous and unsolvable. A long time ago, when I was a little tiny girl, before I can remember of my own memory, I was sung a song which went like this:

Little Boy Moon lives up in the sky,
He's ever so lonely and ever so shy....

Does anyone know anything about it? (Child Education suggests itself as a source.

(I am afraid to say that this is imaginary friend territory, possibly alternative persona as well.)

Penny