Is a colony on the Moon harder to build than s space colony? Why? If you had giant boring equipment like thar tunnel out subways you could create more living space than stringing space station modules, I would imagine.
The moon is the place to start a cony, even if it is only a scientific colony. It is close, and lot easier to supply and support than Mars. Before you start s planet further out, you would want to at least practice having a colony somewhere a lot closer.
And if people can handle zero g for a year, and they can, then they can handle the moon's lower gravity for just as long or longer. A little gravity might be a whole lot better than no gravity at all. Instead of daily hard exercising, may be all you have to do is carry around weights