An international team of scientists may have discovered the first exomoon, but there's a good chance we'll never really know. That's because we saw the possible exomoon by way of gravitational microlensing, a method of indirect astronomical observation that depends on the unpredictable ability of large objects to bend light, and seeing the same object through two consecutive gravitational microlensing events is about as probable as winning two lottery jackpots in the same afternoon.
The University of Canterbury's Michael Albrow explains the process in greater detail here:
What we know is that the system, dubbed MOA-2011-BLG-262, is made up of two objects; one is fairly large, and the other is about 1/2,000th the size and orbits it. That's essentially all we have. It's either a free-floating planet with a moon or a star with a planet. The researchers suspect the former because it's relatively close to the Sun and we would have presumably spotted a star if it were that close, but it's possible that we would have missed a faint star. So we don't really know. And, gravitational microlensing being what it is, it's probable that we won't have another opportunity to find out during our lifetimes.
What this means in practical terms is that when we do find our first confirmed exomoon (which I think will be 2018 at the latest), there will be some people who think it's actually the second exomoon we've found. And we'll never know for certain if they're wrong. This is presumably the sort of thing astronomers think of when they say that astronomy is a humbling field of study.