The Moon Stone is used to open the Sphinx in Giza. Take it and then jump up on top of the head. Then use the moon stone. It will cause a moonbeam to appear and magically open the tomb door at the bottom of the Sphinx. Cool! This will allow you to enter and cool puzzle games is awaiting there for you to solve and get the Blue Jewel.
How to get the Moon Stone
On the Giza area, use your cell phone and dial the number 555-6789. It will cause the phone to ring in the tent to the right and the boss will go inside the tent to answer it. As soon as he does, the workers all run away. Go to the outside of the tent and click on the backpack sitting on the ground. Inside there is a Moon Stone.