Cheese Dragons are not actually alive. They are enchanted items of food that act almost identically to dragons. They have no need to eat, but they must “live” in humid environments or they will dry out and harden.

The Moon has always been fascinated with staring up into the sky on a cloudless night.  He especially loves the giant white sphere that rises every night and sets every day.  When he was still an unnamed hatchling, he inquired of another dragon what the object was made of.  The joking response was "The moon is made of cheese."  The little cheese hatchling was vastly amused by this and promptly named himself The Moon.  He can now proudly state "The Moon is made of cheese."