There's actually quite a bit of glass on the moon, but the unusual find by China's rover is a little more spectacular.
They found two half inch diameter beads. The glass is created by the intense heat from an impact, causing silicates to splash into the air as liquid. Then they cool down and you get glass.
Volcanos do it too and volcanic glass is probably what gave us the idea of making the stuff.
(Everything we make mimics nature, if you think about it).