Rays of Light
By holding down "shift" while I use the lasso, I am able to continue to add more beams. Try not to get the beams to large, or they will not be believable.
I then select the gradient tool. I selected a light blue for my color, and I have the gradient set to fade from my foreground color (the light blue) to nothing. This will allow the rays to be brighter near their source (the moon) and fade off into nothingness. I also set the gradient to be a radial (circular) one instead of a linear one due to the fact that the moon is round, and it's light will radiate around it.