Luna is a cold, frozen planet you can travel to after completing the quest required for it. The quest can be received when reacyou have reached level 70. First, you have to talk to NPC Alphonso who will want you to look for Rosemary's Doll. For more info, please check: http://voices.yahoo.com/rosemarys-doll-quest-guide-rose-online-game-5833052.html?cat=19 . It is an old guide as ROSE online has obviously made some changes over the years but it goes over the basics.
"When magic was created, straight from the power of the essence of the universe, it was said to be cold, like space. That is why the Goddess Lunar, although very powerful in magic, was cold herself, and dotted her planet with ice and snow. It is said that Lunar has never known love, and that is why her people are in discord. As the Shamanists and the Eucar grew in their magical powers, so too, would they grow apart in ways. And the planet was renamed, from the plural Lunar (meaning: many love the goddess), to a simpler singular form of the Lunaris language Luna (meaning: only I love the goddess)."