In the interests of preserving every idea as an ongoing exploration without any answers, explanatory responses to Gurdjieffian koans of this kind are usually discouraged. Yet it's a long-standing tradition in the Zen practice to offer commentary on koans, often with exploration and explanation of the question itself. I think it's hence permissible to take a look at questions and offer suggestions as to what they mean. Trying to protect people from the dangers of such interpretation is rather pointless, anyway, since no matter what one does, we are going to interpret. Seeking elucidation is part of the process of inquiry and search. In the end, it is in the nature of every question (query) to search for an answer (response.)
Examining this idea requires us first of all to consider the nature of the Moon and what it does for the planet Earth. The Moon is a stabilizing influence; the gravity of the Moon has a profound effect on the tilt of the earth relative to the sun, anchoring it so that seasons are not extreme, and climate is more regular. [Biologists have pointed out that organic life on earth wouldn't be as successful as it is if it weren't for the Moon, which is more or less along the same lines as what Gurdjieff told Ouspensky.] It acts as a counterweight, or a balance. So it is a physical presence that influences the planet. Even though it's quite true that the Earth has its own center of gravity, the Moon serves as an auxiliary center of gravity, a center of gravity, as it were, for the center of gravity.
When we search for our own Moon, our inner Moon, we search for a center of gravity within ourselves that stabilizes our manifestations. We are trying to make life more possible; we are trying to discover an inner and an outer life that does not careen in multiple directions with every influence that arrives. So we seek to anchor our Being within something solid and real, something that at the same time both exists outside us, and is an intimate part of us. The Moon, after all, was born of the Earth.
The connection between the mind and the body has a great deal to do with this question. The intellectual mind by itself is not tethered to anything; it needs to be brought into relationship with a grounding element. This must be, above all, an organic relationship, not a theoretical one that we just think about conceptually. The actual presence of the mind of the body must connect to the mind of the mind. So in the same way that we may be aware of the fact that we have an intellectual mind as we have it, a concurrence and reciprocal awareness that is equally valid and assertive arises in the body. This relationship becomes analogous to the relationship between the Earth and the Moon.
In a very broad sense, searching for a permanent connection to sensation, to a living sensation, is part of the effort to create one's own Moon. This, after all, is the arising of a physical presence that influences our own inner planet. And its presence must be constant, regular, and cyclical, not erratic and arising solely by chance.
A moon that comes and goes according to accident becomes a disruptive force that might even create further problems, rather than solving any. So there is a need for intention to enter the equation. We need to intend to have this relationship, and to always have it, not just forget about it until we are reminded through guilt or an accidental shock. Part of having an intimate relationship with ourselves is the intention to have an intimate relationship with ourselves. A casual relationship, a relationship that's only conducted on a whim, doesn't carry the commitment that's required. So we need to discover how to have an inner relationship on more than a whim.
The formation of one's own moon is a sensation, a physical presence. It's not an idea. For as long as we try to understand it with thinking, already, it's not there.
When it arrives, it is understood, by understanding itself. Until that moment, it may remain a mystery, but it's not unhelpful to know that the mystery has an aim and a meaning.
I respectfully hope you will take good care.