Well, at the poles, in deep craters, the bottom of the crater will never get sun, ever. As a result, these polar craters are very cold. This is pretty special because it means that any water ice that may have fallen from comet impacts or other sources will stay frozen on the surface, never melting.

Water is everything on the moon, it can be used for drinking, and as a source of oxygen for breathing, but probably more importantly, it's rocket fuel (hydrogen and oxygen). If you can collect ice on the moon you can refuel a rocket there, on a full tank you can easily make orbit given the moon's low gravity, and still have enough gas in the tank to go literally anywhere in the solar system. The moon becomes a launching point to anywhere.