h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

Everything else does. he Sun is a star called the Sun. All the planets have names - even tiny limps of frozen ice 50AU from the earth have names. But the moon is just referred to as the moon. All the other moons have names, so why not ours?

The moon does have a name: Luna. The sun's actual name is not "sun" but "Sol" (from latin, it's where we get the word solar from). The moon's name, as you have probably surmised by now, is also derived from latin, and shares the same root as the word "lunar".

The Moon doesn't have a name because it is the only one of its kind, like the Sun, the Air, the Sky, and the Earth.

By the time that people realised that there were other moons and suns, the names "The Moon", "The Sun" and their versions in other languages were firmly embedded in the language so there was no need for any other name.

Luna and Sol are just the words in Latin for "the Moon" and "the Sun".