Folk-lore of Shakespeare by Thiselton-Dyer
Moonshine is represented with lanthorn
"henceforward will I bear Upon my target three fair shining suns."
This fact is mentioned both by Hall and Holinshed; the latter says: "At which tyme the sun (as some write) appeared to the Earl of March like _three sunnes_, and sodainely joyned altogether in one, upon whiche sight hee tooke such courage, that he fiercely setting on his enemyes put them to flight." We may note here that on Trinity Sunday three suns are supposed to be seen. In the "Memoires de l'Academie Celtique" (iii. 447), it is stated that "Le jour de la fete de la Trinite, quelques personne vont de grand matin dans la campagne, pour y voir levre trois soleils a la fois."
According to an old proverb, to quit a better for a worse situation was spoken of as to go "out of God's blessing into the warm sun," a reference to which we find in "King Lear" (ii. 2), where Kent says:
"Good king, that must approve the common saw, Thou out of heaven's benediction com'st To the warm sun."
Dr. Johnson thinks that Hamlet alludes to this saying (i. 2), for when the king says to him,
"How is it that the clouds still hang on you?"
"Not so, my lord;
_i. e._, out of God's blessing.
This expression, says Mr. Dyce, is found in various authors from Heywood down to Swift. The former has:
"In your running from him to me, yee runne Out of God's blessing into the warme sunne;"
and the latter:
"_Lord Sparkish._ They say, marriages are made in heaven; but I doubt, when she was married, she had no friend there.
_Neverout._ Well, she's got out of God's blessing into the warm sun."
 "Glossary to Shakespeare," p. 283.
 Ray gives the Latin equivalent "Ab equis ad asinos."
There seems to have been a prejudice from time immemorial against sunshine in March; and, according to a German saying, it were "better to be bitten by a snake than to feel the sun in March." Thus, in "1 Henry IV." (iv. 1), Hotspur says:
"worse than the sun in March, This praise doth nourish agues."
Shakespeare employs the word "sunburned" in the sense of uncomely, ill-favored. In "Much Ado" (ii. 1), Beatrice says, "I am sunburnt;" and in "Troilus and Cressida" (i. 3), AEneas remarks:
"The Grecian dames are sunburnt, and not worth The splinter of a lance."
_Moon._ Apart from his sundry allusions to the "pale-faced," "silver moon," Shakespeare has referred to many of the superstitions associated with it, several of which still linger on in country nooks. A widespread legend of great antiquity informs us that the moon is inhabited by a man, with a bundle of sticks on his back, who has been exiled thither for many centuries, and who is so far off that he is beyond the reach of death. This tradition, which has given rise to many superstitions, is still preserved under various forms in most countries; but it has not been decided who the culprit originally was, and how he came to be imprisoned in his lonely abode. Dante calls him Cain; Chaucer assigns his exile as a punishment for theft, and gives him a thorn-bush to carry, while Shakespeare also loads him with the thorns, but by way of compensation gives him a dog for a companion. In "The Tempest" (ii. 2), Caliban asks Stephano whether he has "not dropped from heaven?" to which he answers, "Out o' the moon, I do assure thee: I was the man i' the moon when time was." Whereupon Caliban says: "I have seen thee in her and I do adore thee: my mistress show'd me thee, and thy dog and thy bush." We may also compare the expression in "A Midsummer-Night's Dream" (v. 1), where, in the directions for the performance of the play of "Pyramus and Thisbe," Moonshine is represented "with lanthorn, dog, and bush of thorn." And further on, in the same scene, describing himself, Moonshine says: "All that I have to say, is, to tell you that the lanthorn is the moon; I, the man in the moon; this thorn-bush, my thorn-bush; and this dog, my dog."