If the light is being radiated from a black body surface, then you cannot make something hotter than that surface. But you're right, the light from the moon is reflected sun light, plenty hot to start a fire. The moon also radiates like a black body, but virtually all that light has longer wavelengths than the reflected visible light.

You could start a fire from the light of a single star if you had a big enough lens. You could also start a fire with the light from a hand mirror at the distance of the moon if it reflected the sun's light at you. But you'd need a very big lens.