The Moon is the Celestial body pulled by the Norse God Mani who is in Vanaheim, and which is pursued by the wolf Hati, but this would stop when the Einherjar led by Heimdall would kidnap the Moon but then it would be freed by Atreus.
Plot[]
At some point, the Moon was created in Helheim, this is by Atreus' assumption when he approached the moon and felt a cold aura, after its creation, the Moon would be pulled by the God Mani, but when he stopped being loyal to Odin, Hati began to chase the Moon in Vanaheim
It would not be until Heimdall leads the Einherjar to kidnap the Moon, after Kratos kills the Einherjar Thief, Atreus takes the Moon and takes it to where Sköll and Hati were and later frees it so that it returns to the sky.
Description[]
The moon, although it seems giant in the sky, is actually a rocky sphere with ice, to the point of creating a cold environment, as if it were Helheim.