My first thought is a "Urinal," but that's probably wrong. What to call the inhabitants of the different planets and moons has always been a minor stumbling block for scifi authors. Here's how to do it right.
With one exception, the names of the planets are taken from those of Roman gods and goddesses. There are Greek equivalents of each name, which are sometimes used as the basis for words related to inhabitants and physical conditions on the worlds.
The names of the various moons come from many different sources. Most are named after characters in Roman or Greek mythology...but there are a lot of exceptions, The moons of Uranus, for example, are named for the most part after characters in Shakespeare's The Tempest.
To create an adjective meaning "pertaining to" in English, the usual practice is to add -an or -ian to a word. Other suffixes might be -ese or -ite. How these are attached depends largely on the Roman root of the name involved. (The rules are actually a little more complicated than that. If you really want to know [according to SciFi fan and scholar Philip N. Bridges], "Where the noun in question is a 'foreign' world, as are all the names of the planets, the suffix is added to the stem of the word, the stem being that part constant through the declension of the oblique cases, and which gives meaning to the word. In the case of Latin words the stem appears in the genetive singular, very often quite different from the nominative case, which fact helps to explain why there has been some difficulty in deriving correct inhabitant names." I hope that clears things up.)
The rules are easily applied to just about all the planets and their moons. The only one that's ever given anyone any qualms has been the possessive form of "Venus." Who wants to be called a "Venerian," for heaven's sake? "Venusian" is a bastardization we're probably stuck with, but at least it doesn't sound like you're talking about an embarrassing disease.
So here is what we should properly call the inhabitants of the planets (along with a few of their larger satellites):
Venus: Venerian, Venustian or Hesperian
Mars: Martian or Arean (Phobos: Phobian, Phobese; Deimos: Deimian, Deimese)
Jupiter: Jovian (Io: Ioan; Europa: Europan; Ganymede: Ganymedean, Ganymedan; Callisto: Callistoan)
Saturn: Saturnian (Mimas: Mimatian; Enceladus: Enceladian; Rhea; Rhean; Titan: Titanese, Titanite)
I said that all the planets are named for Roman gods or goddesses with one exception. The exception is our own planet. Strictly speaking, our planet doesn't have a proper name (neither, for that matter, do the sun and moon). In English we call our plant "earth" but that's not what it's name is.
The reason for this is that our ancient ancestors had no idea they were living on a planet in the first place. So "earth" just meant "ground." Or whatever word was used for "ground" in the local language. It's much like how the name of a tribe or nation will usually translate into "the people."
The result is that when we hear the names of the all the other planets in the solar system in different languages, they all sound more or less familiar. For instance, Venus in Czech is Venuše, in Russian Venera, and in Italian Venere. (In Greece the planet is known as Αφροδίτη, which is just the Greek name for the same goddess.) The same goes for all the other planets, they are all of them derivations of the Roman names. Earth, on the other hand, goes by an entirely different name in every language.: Země, Aarde, Zemla, Maa, Terre, Ge...to name just a few. This is the reason that you won't find the word "earth" (as applied to our planet) capitalized in most older books: it's not really a proper name. It's only fairly recently that publishers have begun making a capitalized "Earth" the standard spelling.
So what should you call someone from the earth? Tellus was the goddess of the earth, which gives us Tellurian (the preferred choice of E.E. "Doc" Smith). The Greek counterpart is Ge or Gaea, from which we get words like geology and perigee. A person living on Gaea would be a Gaean.
"Terra" (and consequently "Terran" and "terrestrial") is seen a lot in SciFi, but it's no more a proper name than "earth" is. "Terra" is simply the Latin word for "dirt" or "land." It's not the name of a god or goddess, so it doesn't follow the rule for the names of the other planets.
"Earthling" is awfully retro and "Earthian" is just beneath contempt.
Unlike the earth, the sun does have a name: Sol (with the Greek equivalent being Helios). So an inhabitant of the sun would be a Solarian or Helian. We see a form of this latter in words like "helium," "aphelion" and "heliocentric."
The moon has the same problem as the earth and the sun. Like them, the moon has an entirely different name in every language, since it's not a word derived from a Greek or Roman god or goddess. There is nothing "official" or universally accepted about it. By far the leading contender is Selene (pronounced Se-lee-nee, though hardly anyone speaking English says it that way; I know I don't). The inhabitants of Selene would be Selenites, which is what H.G Wells called the creatures discovered by The First Men in the Moon. The most popular choice is Luna, the Roman goddess of the moon. Someone living there would be (technically) a Lunan or just possibly a Lunite, but these don't sound very nice. Lunarian is probably the best choice, if not strictly accurate linguistically. And I've already heard all the jokes about "Lunatics."
Other choices for the name of our natural satellite might derive from other moon goddesses, such as Diana, Artemis, Phoebe and Cynthia.
We get into some weird territory with the asteroids, since they've been named pretty much at the whim of astronomers. The first and largest of the asteroids to be discovered, Ceres and Pallas, were named after goddesses, so they don't present too much problem. Except, of course, who wants to be called a "Cererian"? An inhabitant of Pallas is a Palladian, which is kind of nice, but some of the more recently named asteroids give one pause for thought. Dembowskians, Erotians, Thetidans, Hidalgoans and Parthenopeans are bad enough: I hesitate to think of what the inhabitants of Megryan, Tomhanks, Beowulf, Jabberwock, Aavasaksa, Acaciacoleman or Zirankexuejijin might be called...though I have a best guess for the creatures who live on Zomba.