In Destiny you will travel to the Moon on your 2nd trip to the Solar System. You will find many interesting things on the Moon, the first few minutes will be smooth with not much enemies. So use this time to explore.
Players need to find the the Guardian on the Moon, who is captured the an Accelerator. Use a ghost against it and leave the room, the Fallen will try to get it back. Look out for the Stealth Vandals and a Captain.
You will find helium coils on the Moon, pick them and look out for a peculiar sound, you will know when a coil is around. In the universe of Destiny, Moon is full of high yielding chests. keep an eye for them, every area on the Moon will have atleast one chest.
If you are standing in front of the Accelerator after setting the ghost off, go back the way you came and be ready for the first wave: