Victorian novels are usually named after the main character (for example, David Copperfield by Charles Dickens or Jane Eyre by Charlotte Brontë) or after the location where the action takes place (like Middlemarch by George Eliot or Wuthering Heights by Emily Brontë). Wilkie Collins's The Moonstone is a little different – it's named after a thing, not a person or a place.
What's up with that? Well, "The Moonstone" is the name of a diamond (yes, it's a diamond, not a semi-precious moonstone – it's called the "Moonstone" because it is yellowish in color, like a full moon). The Moonstone's mysterious disappearance starts the whole story, and the characters in the novel are all connected by their relation to the diamond and its disappearance. There isn't really a main character, like there is in Jane Eyre – the novel is constructed as a series of first-hand, eyewitness accounts by characters describing what they know about the disappearance or theft of the diamond. So, unlike a traditional novel, in which the narrator follows the life of one or two central characters, The Moonstone offers multiple perspectives. The only thing tying it all together is the diamond itself. So naming the novel after the Moonstone makes a lot of sense, after all.