Here's why:
* The Moon doesn't have its own light: The Moon shines because it reflects sunlight.
* Phases of the Moon: The different phases of the Moon we see are due to the changing angles between the Sun, Earth, and Moon. As the Moon orbits Earth, the illuminated half we see changes.
So, while half of the Moon is always illuminated by the Sun, we only see different portions of that illuminated half from Earth.