A good part of the serious discussions about future bases on the Moon doesn't talk about building habitats on the open surface. It talks about occupying existing lava tubes. These tubes are natural caves formed billions of years ago by lava flow, and they offer spontaneous protection against three of the worst problems on the lunar surface: radiation, micrometeorites, and extreme temperature variation.
When very fluid lava runs through a fissure or channel, the upper part cools and hardens first, forming a roof. The still-hot lava keeps flowing underneath. When the source stops, the liquid drains and leaves an empty tunnel.
This process is common on Earth. Hawaii has thousands of lava tubes, some kilometers long. In Lanzarote, in Spain, there are tourist tubes you can walk into.
On the Moon, active volcanism hasn't existed for billions of years, but the tubes formed during that period are still there, intact, because there's no atmospheric erosion or plate tectonics to wipe them out.
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