Here's why:

* The moon's light is reflected sunlight. The moon itself does not produce light.

* The moon orbits the Earth. As it orbits, the angle at which the sun's light hits the moon changes.

* Lunar phases. We see different amounts of the sunlit side of the moon depending on its position relative to the Earth and sun. This is what creates the lunar phases, from New Moon (when the moon is between the Earth and sun and we see no illuminated surface) to Full Moon (when the entire sunlit side faces Earth).

Even during a New Moon, the moon is still being illuminated by the sun, just not from our perspective.