This picture I got from Wikipedia shows how the moon can be so many shapes. It might be a question that you get asked by your child and this activity can help explain it.
You will need a flashlight, some dark paper (or other dark surface), and a small ball.
The flashlight represents the sun, the golf ball is the earth, and the light on the paper is the moon. Show your child that as the earth passes between the sun and the moon, the shape of the moon changes - and the moon even disappears!
You can take this activity a step further by explaining the names of the stages and going outside each night to see the full moon cycle.