Iceland seems perfect for her as it is the country with the least amount of sunshine in Europe and due to its location right under the Arctic Circle, the country experiences almost constant nighttime in winter.
Capital Region — Reykjavík is the northernmost capital city in the world, therefore it's also the darkest in winter. https://www.deviantart.com/yanoda/art/Luna-565612402
Southern Peninsula — It's home to Blue Lagoon — Iceland's most popular tourist attraction which fits Princess Luna's popularity. https://www.deviantart.com/gamemasterluna/art/Luna-preparing-for-battle-416348136
Western Region — It's the westernmost region of Iceland and by extension Europe, meaning this is the place where the Sun sets. https://www.deviantart.com/chrzanek97/art/Luna-and-Celestia-unexpected-arrival-Vector-847884736
Westfjords — It's the least populated region which fits the reclusive Princess Luna. https://www.deviantart.com/maishida/art/Luna-on-a-Cloud-278265651
Northwestern Region — It's home to many beautiful natural sites which look like they are straight out of a dream. https://www.deviantart.com/90sigma/art/Princess-Luna-Posing-341448653
Northeastern Region — Askja was used as a training ground for the Apollo lunar missions due to its Moon-like landscape.https://www.deviantart.com/90sigma/art/Princess-Luna-Season-2-321868369
Eastern Region — Vatnajökull — the largest glacier in Iceland can be found here and it looks pretty Moon-like. https://www.deviantart.com/90sigma/art/Princess-Luna-Reflecting-on-the-Past-313540853
Southern Region — Eyjafjallajökull — the infamous volcano which caused a lot of traffic disruption in 2010 can be found here. Seems like something Nightmare Moon would do, no? https://www.deviantart.com/dashiesparkle/art/Vector-783-Nightmare-Moon-8-712663480
The map is from http://hagstofan.s3.amazonaws.com/media/public/2020/837155e7-aaa8-4030-90d6-1ed8caa8778d.png