Many a great story has arisen from the question beginning with the words "what if?" What if this was different? What if something we've always assumed to be true wasn't? What if there was life on other worlds? That sort of thing.
Answer the question or not. Ponder the question as you will. And if it generates a story, all the better.
What if our moon is a base for observers from another world/dimension? What if they've been there for eons?