Shadow Moon is darker than a black hole, but has a ton of resources. It has its own variant of Erchius Ghost, which moves faster and can't be killed.
Being on this moon inflicts "Unbreachable Darkness" debuff (same as on Lightless planets), so you will need some form of immunity to it, such as Darklight Blossom or Darkness Shield.
Codex Description
A shadow moon is pitch black, and hides various valuable resources. I am also detecting some sort of unknown bio-signature.
A complete lack of light makes this resource-rich moon a rather spooky, dangerous place. Watch your step. Unknown bio-sign detected.
There are a few places darker than a shadow moon. Scanners detect unknown material as well as an ancient unknown entity.