The lunar sky is black at noon, and the stars do not twinkle, because twinkling is something our atmosphere does rather than something stars do.

Blue sky is sunlight scattered by air; no air, no sky. The stars are up there in full daylight, but the ground is so bright that human eyes and camera exposures set for the surface simply cannot pick them up — which is the answer to the oldest objection to the Apollo photographs, and it is a photography answer rather than a conspiracy one.