I got a question for all you Lore buffs: is it possible (not in a game, but in the universe) to travel from nirn to one of its moons? By this I mean, could (for example) the Dwemer have built a rocket that would actually go from the surface of nirn to the surface of one of its moons? I wonder what the void would be like inbetween. Would it be like ours (unihabitable) or would their still be air?

Lastly, is there anyhting ON the moons? Like another civilization? Or some Daedra's plane of Oblivion?

I'm expecting to be ninja'd before I finish this response, but the short answer is "yes." There are reports of bases on the moon, mecha robots for extra-Nirnian mining, "Sunbirds" that can be used as transport, and khajiits on the moon if you can believe it.

I'm not sure there is a consensus on the exact nature of how space/Oblivion travel actually works since we are dealing with regions of space of various magnitudes of infinity.

I'm of the opinion that simple linear travel from the surface of Nirn to another plane(t) is impossible. I think it involves some space warping or extra-dimensional travel.

http://imperial-library.info/content/tiber-septim%E2%80%99s-sword-meeting-cyrus-restless is a pretty good reference for the moons.

Physically travel to the moon? As in, start out on Nirn and move in a straight line and get there eventually? I doubt it. It would involve a lot of weird rituals and suspension of belief (and by extension, suspension of the universe's belief in itself). The issue is that the Mundus is the only "physical" plane, and the moons and planets are not physical, just ways of seeing the infinite extradimensional planes of gods and suchlike.

Of course, you can walk through a plane of Oblivion fine, and have done it many times. And the Daedric planes are all linked, in inexplicable ways. This may imply that by going through enough Daedric planes or pocket dimensions, you'll get to the moon eventually. But probably die before you get there.

Is there anything on the moon? Yep. Khajiits, relics of the Reman era, out-of-time Tiber Septim, probably plenty of Daedra. You name it.

Yagrum Bagarn was in another dimension or something like that, so yes, the Dwemer were capable of interplanar travel.

Forgot to mention, this seems like a popular topic lately. Here are some relevant or slightly similar threads in the first 3 or so pages that you may want to read:

http://www.gamesas.com/topic/1421270-extramundic-travel-and-the-second-era/

http://www.gamesas.com/topic/1420872-airships/

http://www.gamesas.com/topic/1420008-khajiit-on-the-moon/

I had always wondered if Oblivion is a vacuum like space or works of different principles?