cubinator

You're forgetting that the Mun is much smaller than Kerbin, thus it is completely covered by Kerbin's shadow. What you saw was looking at it from the side as it comes out if the shadow. There, a small circle of the Mun is outside the shadow while the rest is inside. Try looking at Kerbin exactly half a Mun orbit later; you should see the small, diffuse shadow of the Mun passing over the surface.